Algorithmic Trading Model for Simple Moving Average Crossover Grid Search¶
Task 1. Prepare Environment¶
In [1]:
import os
import sys
import numpy as np
import pandas as pd
import requests
import json
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
In [2]:
stock_symbol = 'BKNG'
initial_capital = 0
# Specify the parameters for the trading strategy
fast_ma_min = 5
fast_ma_max = 20
slow_ma_min = 10
slow_ma_max = 50
ma_increment = 5
min_ma_gap = 5
model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma_max*1.5)) # Need more pricing data to calculate moving averages
model_end_date = datetime.now()
# model_end_date = datetime(2020, 6, 30)
print("Ending date for the model:", model_end_date)
Starting date for the model: 2019-01-01 00:00:00 Ending date for the model: 2020-07-01 22:43:58.983854
In [3]:
# Begin the timer for the script processing
startTimeScript = datetime.now()
# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = True
# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False
# Set up the parent directory location for loading the dotenv files
useColab = False
if useColab:
# Mount Google Drive locally for storing files
from dotenv import load_dotenv
from google.colab import drive
drive.mount('/content/gdrive')
gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
env_path = '/content/gdrive/My Drive/Colab Notebooks/'
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Set up the dotenv file for retrieving environment variables
useLocalPC = False
if useLocalPC:
from dotenv import load_dotenv
env_path = "/Users/david/PycharmProjects/"
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Configure the plotting style
plt.style.use('seaborn')
# Set Pandas options
pd.set_option("display.max_rows", None)
pd.set_option("display.max_columns", None)
# pd.set_option("display.width", 140)
Task 2. Acquire and Pre-Process Data¶
In [4]:
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [5]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')
quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, stock_symbol, quandl_key)
In [6]:
response = requests.get(quandl_url)
quandl_dict = json.loads(response.text)
stock_quandl = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_quandl), 'data points retrieved from the API call.')
428 data points retrieved from the API call.
In [7]:
stock_quandl.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
# stock_quandl.set_index('date', inplace=True)
stock_quandl.index = pd.to_datetime(stock_quandl.date)
stock_quandl = stock_quandl.sort_index(ascending = True)
stock_quandl.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 428 entries, 2018-10-18 to 2020-07-01 Data columns (total 10 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 ticker 428 non-null object 1 date 428 non-null object 2 open 428 non-null float64 3 high 428 non-null float64 4 low 428 non-null float64 5 close 428 non-null float64 6 volume 428 non-null float64 7 dividend 428 non-null float64 8 closeunadj 428 non-null float64 9 lastupdated 428 non-null object dtypes: float64(7), object(3) memory usage: 36.8+ KB
In [8]:
stock_quandl.head()
Out[8]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2018-10-18 | BKNG | 2018-10-18 | 1853.11 | 1859.00 | 1808.09 | 1811.71 | 351828.0 | 0.0 | 1811.71 | 2020-05-01 |
| 2018-10-19 | BKNG | 2018-10-19 | 1817.29 | 1836.02 | 1796.00 | 1805.74 | 262100.0 | 0.0 | 1805.74 | 2020-05-01 |
| 2018-10-22 | BKNG | 2018-10-22 | 1810.88 | 1851.12 | 1807.37 | 1827.29 | 269238.0 | 0.0 | 1827.29 | 2020-05-01 |
| 2018-10-23 | BKNG | 2018-10-23 | 1787.04 | 1841.52 | 1785.67 | 1830.00 | 402802.0 | 0.0 | 1830.00 | 2018-10-23 |
| 2018-10-24 | BKNG | 2018-10-24 | 1828.21 | 1847.21 | 1745.63 | 1753.58 | 533508.0 | 0.0 | 1753.58 | 2020-05-01 |
In [9]:
stock_quandl.tail()
Out[9]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2020-06-25 | BKNG | 2020-06-25 | 1585.81 | 1623.97 | 1561.72 | 1615.39 | 498591.0 | 0.0 | 1615.39 | 2020-06-25 |
| 2020-06-26 | BKNG | 2020-06-26 | 1597.30 | 1611.71 | 1532.83 | 1541.25 | 601775.0 | 0.0 | 1541.25 | 2020-06-26 |
| 2020-06-29 | BKNG | 2020-06-29 | 1567.77 | 1595.30 | 1540.48 | 1593.22 | 358850.0 | 0.0 | 1593.22 | 2020-06-29 |
| 2020-06-30 | BKNG | 2020-06-30 | 1583.90 | 1603.24 | 1566.42 | 1592.34 | 291864.0 | 0.0 | 1592.34 | 2020-06-30 |
| 2020-07-01 | BKNG | 2020-07-01 | 1606.05 | 1670.00 | 1601.14 | 1658.79 | 537580.0 | 0.0 | 1658.79 | 2020-07-01 |
In [10]:
title_string = 'Quandl Historical Stock Information for ' + stock_symbol
stock_quandl['close'].plot(figsize=(16,9), title=title_string)
plt.show()
Task 3. Develop Strategy and Train Model¶
3.a) Set up the Dataframe for the Trading Model¶
In [11]:
# Set up the standard column name for modeling
model_template = stock_quandl.loc[:, ['open','close']]
model_template.rename(columns={'open': 'open_price', 'close': 'close_price'}, inplace=True)
if verbose: model_template.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 428 entries, 2018-10-18 to 2020-07-01 Data columns (total 2 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 open_price 428 non-null float64 1 close_price 428 non-null float64 dtypes: float64(2) memory usage: 10.0 KB
3.b) Set up the Analysis Table with Indicators¶
In [12]:
def trading_ma_crossover(model):
waitfor_first_entry = True
for x in range(len(model)):
if model['ma_change'].iloc[x] > 0:
model['trade_signal'].iloc[x] = 1 # trade_signal = 1 means we should take a long position
else:
model['trade_signal'].iloc[x] = 0 # trade_signal = 0 means we should take a flat position
if x != 0:
model['signal_change'].iloc[x] = model['trade_signal'].iloc[x] - model['trade_signal'].iloc[x-1]
if waitfor_first_entry and (model['signal_change'].iloc[x-1] == 1):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
waitfor_first_entry = False
elif (not waitfor_first_entry) and (model['signal_change'].iloc[x-1] != 0):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
In [13]:
model_collection = {}
serial_number = 1
for slow_ma in range(slow_ma_min, slow_ma_max+1, ma_increment):
for fast_ma in range(fast_ma_min, fast_ma_max+1, ma_increment):
if (slow_ma - fast_ma) < min_ma_gap: break
print('Processing model with slow_ma of', slow_ma, 'and fast_ma of', fast_ma)
model_name = 'SMA_' + str(serial_number).zfill(3) + '_SlowMA_' + str(slow_ma).zfill(2) + '_FastMA_' + str(fast_ma).zfill(2)
serial_number = serial_number + 1
trading_model = model_template.copy()
trading_model['fast_ma'] = trading_model['close_price'].rolling(fast_ma).mean()
trading_model['slow_ma'] = trading_model['close_price'].rolling(slow_ma).mean()
trading_model['ma_change'] = trading_model['fast_ma'] - trading_model['slow_ma']
trading_model['trade_signal'] = np.zeros(len(trading_model))
trading_model['signal_change'] = np.zeros(len(trading_model))
trading_model['entry_exit'] = np.zeros(len(trading_model))
trading_model = trading_model[model_start_date:model_end_date]
trading_ma_crossover(trading_model)
model_collection[model_name] = trading_model.copy()
print('Model', model_name, 'added to the trading model collection.')
Processing model with slow_ma of 10 and fast_ma of 5 Model SMA_001_SlowMA_10_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 5 Model SMA_002_SlowMA_15_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 10 Model SMA_003_SlowMA_15_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 5 Model SMA_004_SlowMA_20_FastMA_05 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 10 Model SMA_005_SlowMA_20_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 15 Model SMA_006_SlowMA_20_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 5 Model SMA_007_SlowMA_25_FastMA_05 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 10 Model SMA_008_SlowMA_25_FastMA_10 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 15 Model SMA_009_SlowMA_25_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 20 Model SMA_010_SlowMA_25_FastMA_20 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 5 Model SMA_011_SlowMA_30_FastMA_05 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 10 Model SMA_012_SlowMA_30_FastMA_10 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 15 Model SMA_013_SlowMA_30_FastMA_15 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 20 Model SMA_014_SlowMA_30_FastMA_20 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 5 Model SMA_015_SlowMA_35_FastMA_05 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 10 Model SMA_016_SlowMA_35_FastMA_10 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 15 Model SMA_017_SlowMA_35_FastMA_15 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 20 Model SMA_018_SlowMA_35_FastMA_20 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 5 Model SMA_019_SlowMA_40_FastMA_05 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 10 Model SMA_020_SlowMA_40_FastMA_10 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 15 Model SMA_021_SlowMA_40_FastMA_15 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 20 Model SMA_022_SlowMA_40_FastMA_20 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 5 Model SMA_023_SlowMA_45_FastMA_05 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 10 Model SMA_024_SlowMA_45_FastMA_10 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 15 Model SMA_025_SlowMA_45_FastMA_15 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 20 Model SMA_026_SlowMA_45_FastMA_20 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 5 Model SMA_027_SlowMA_50_FastMA_05 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 10 Model SMA_028_SlowMA_50_FastMA_10 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 15 Model SMA_029_SlowMA_50_FastMA_15 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 20 Model SMA_030_SlowMA_50_FastMA_20 added to the trading model collection.
In [14]:
# List the entry/exit points for each model
for key in model_collection:
print('List the signal change and entry/exit points for', key)
if verbose: print(model_collection[key][(model_collection[key].signal_change != 0) | (model_collection[key].entry_exit != 0)])
else: print(model_collection[key][model_collection[key].entry_exit != 0])
print()
List the signal change and entry/exit points for SMA_001_SlowMA_10_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 1642.35 1649.49 1685.780 1700.990 -15.210
2019-01-17 1681.73 1724.51 1692.432 1690.527 1.905
2019-01-18 1747.02 1760.26 1711.306 1694.798 16.508
2019-02-26 1885.83 1915.73 1909.752 1913.542 -3.790
2019-02-27 1906.00 1906.00 1905.718 1914.613 -8.895
2019-03-13 1740.44 1760.71 1729.488 1726.393 3.095
2019-03-14 1768.83 1743.88 1733.262 1731.077 2.185
2019-03-27 1768.98 1752.11 1753.864 1756.016 -2.152
2019-03-28 1759.99 1728.89 1744.770 1754.517 -9.747
2019-04-03 1778.47 1774.93 1754.302 1754.083 0.219
2019-04-04 1775.31 1780.60 1764.644 1754.707 9.937
2019-05-02 1824.66 1808.00 1847.366 1854.658 -7.292
2019-05-03 1816.17 1824.07 1838.580 1852.634 -14.054
2019-05-16 1790.00 1803.31 1798.704 1789.076 9.628
2019-05-17 1786.37 1787.29 1790.192 1785.398 4.794
2019-05-22 1757.35 1745.02 1772.008 1778.628 -6.620
2019-05-23 1746.95 1716.93 1754.732 1776.718 -21.986
2019-06-06 1766.01 1754.86 1714.714 1704.376 10.338
2019-06-07 1765.25 1778.29 1739.128 1710.512 28.616
2019-07-11 1875.45 1874.17 1884.388 1886.788 -2.400
2019-07-12 1878.02 1882.48 1875.934 1890.519 -14.585
2019-07-19 1896.03 1882.09 1881.310 1878.622 2.688
2019-07-22 1883.65 1893.70 1883.668 1880.416 3.252
2019-08-02 1874.11 1846.08 1889.738 1905.487 -15.749
2019-08-05 1819.98 1788.60 1863.548 1894.977 -31.429
2019-08-12 1900.44 1916.89 1876.734 1870.141 6.593
2019-08-13 1907.67 1943.19 1908.068 1872.801 35.267
2019-08-28 1911.80 1942.00 1925.988 1929.068 -3.080
2019-08-29 1966.43 1957.14 1926.922 1934.315 -7.393
2019-08-30 1971.80 1966.41 1940.470 1938.737 1.733
2019-09-03 1956.56 1941.78 1945.464 1938.542 6.922
2019-09-23 2016.00 2009.41 2047.072 2048.254 -1.182
2019-09-24 2012.82 1990.64 2029.712 2045.442 -15.730
2019-10-15 1992.21 2016.39 1977.712 1966.440 11.272
2019-10-16 2016.80 2027.63 1994.572 1975.059 19.513
2019-11-04 2042.00 2007.68 2036.164 2039.283 -3.119
2019-11-05 2008.99 2025.43 2032.690 2039.521 -6.831
2019-11-25 1885.09 1897.54 1869.100 1863.283 5.817
2019-11-26 1899.70 1887.46 1877.532 1864.445 13.087
2020-01-17 2060.00 2054.69 2065.316 2067.612 -2.296
2020-01-21 2006.00 1990.57 2047.330 2061.929 -14.599
2020-02-07 1950.23 1909.59 1902.664 1893.625 9.039
2020-02-10 1901.69 1886.64 1912.186 1891.400 20.786
2020-02-24 1830.93 1792.54 1927.388 1934.414 -7.026
2020-02-25 1803.00 1726.58 1877.448 1918.408 -40.960
2020-03-27 1344.87 1255.15 1287.742 1269.930 17.812
2020-03-30 1261.27 1308.23 1318.940 1271.786 47.154
2020-04-03 1244.18 1230.68 1283.172 1285.457 -2.285
2020-04-06 1303.28 1356.68 1292.862 1305.901 -13.039
2020-04-08 1382.65 1372.06 1319.158 1318.212 0.946
2020-04-09 1424.76 1420.64 1351.286 1319.676 31.610
2020-04-22 1365.01 1355.00 1397.424 1407.486 -10.062
2020-04-23 1354.05 1360.00 1387.944 1406.280 -18.336
2020-04-29 1487.83 1520.53 1417.122 1407.273 9.849
2020-04-30 1514.53 1480.57 1441.236 1414.590 26.646
2020-05-07 1392.26 1443.91 1415.622 1428.429 -12.807
2020-05-08 1416.69 1430.83 1412.030 1435.235 -23.205
2020-05-18 1430.00 1557.43 1415.248 1413.409 1.839
2020-05-19 1556.29 1547.56 1447.576 1428.845 18.731
2020-06-12 1653.57 1623.92 1712.896 1717.146 -4.250
2020-06-15 1567.66 1650.67 1674.848 1715.140 -40.292
2020-06-24 1660.71 1610.33 1635.242 1635.115 0.127
2020-06-25 1585.81 1615.39 1632.650 1637.817 -5.167
2020-06-26 1597.30 1541.25 1615.518 1629.550 -14.032
trade_signal signal_change entry_exit
date
2019-01-09 0.0 -1.0 0.0
2019-01-17 1.0 1.0 0.0
2019-01-18 1.0 0.0 1.0
2019-02-26 0.0 -1.0 0.0
2019-02-27 0.0 0.0 -1.0
2019-03-13 1.0 1.0 0.0
2019-03-14 1.0 0.0 1.0
2019-03-27 0.0 -1.0 0.0
2019-03-28 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-05-02 0.0 -1.0 0.0
2019-05-03 0.0 0.0 -1.0
2019-05-16 1.0 1.0 0.0
2019-05-17 1.0 0.0 1.0
2019-05-22 0.0 -1.0 0.0
2019-05-23 0.0 0.0 -1.0
2019-06-06 1.0 1.0 0.0
2019-06-07 1.0 0.0 1.0
2019-07-11 0.0 -1.0 0.0
2019-07-12 0.0 0.0 -1.0
2019-07-19 1.0 1.0 0.0
2019-07-22 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-08-28 0.0 -1.0 0.0
2019-08-29 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-09-23 0.0 -1.0 0.0
2019-09-24 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-04 0.0 -1.0 0.0
2019-11-05 0.0 0.0 -1.0
2019-11-25 1.0 1.0 0.0
2019-11-26 1.0 0.0 1.0
2020-01-17 0.0 -1.0 0.0
2020-01-21 0.0 0.0 -1.0
2020-02-07 1.0 1.0 0.0
2020-02-10 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-03-27 1.0 1.0 0.0
2020-03-30 1.0 0.0 1.0
2020-04-03 0.0 -1.0 0.0
2020-04-06 0.0 0.0 -1.0
2020-04-08 1.0 1.0 0.0
2020-04-09 1.0 0.0 1.0
2020-04-22 0.0 -1.0 0.0
2020-04-23 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-07 0.0 -1.0 0.0
2020-05-08 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-12 0.0 -1.0 0.0
2020-06-15 0.0 0.0 -1.0
2020-06-24 1.0 1.0 0.0
2020-06-25 0.0 -1.0 1.0
2020-06-26 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_002_SlowMA_15_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1711.306 1699.240000 12.066000
2019-01-22 1743.18 1708.98 1714.526 1698.783333 15.742667
2019-02-28 1754.00 1697.04 1863.864 1890.107333 -26.243333
2019-03-01 1708.20 1714.08 1824.576 1879.242000 -54.666000
2019-03-19 1751.05 1764.03 1755.424 1745.756000 9.668000
2019-03-20 1766.78 1774.43 1758.168 1736.984667 21.183333
2019-03-28 1759.99 1728.89 1744.770 1747.432000 -2.662000
2019-03-29 1736.60 1744.91 1749.434 1749.371333 0.062667
2019-04-01 1755.08 1759.23 1750.802 1752.660000 -1.858000
2019-04-02 1766.03 1763.55 1749.738 1754.496667 -4.758667
2019-04-04 1775.31 1780.60 1764.644 1757.892667 6.751333
2019-04-05 1788.03 1769.45 1769.552 1759.044667 10.507333
2019-05-02 1824.66 1808.00 1847.366 1848.397333 -1.031333
2019-05-03 1816.17 1824.07 1838.580 1848.762667 -10.182667
2019-06-07 1765.25 1778.29 1739.128 1725.252000 13.876000
2019-06-10 1782.57 1781.12 1765.260 1724.840667 40.419333
2019-07-12 1878.02 1882.48 1875.934 1878.457333 -2.523333
2019-07-15 1881.89 1881.91 1877.164 1878.584667 -1.420667
2019-07-24 1896.26 1919.25 1896.240 1889.588000 6.652000
2019-07-25 1911.99 1926.13 1904.284 1890.020000 14.264000
2019-08-02 1874.11 1846.08 1889.738 1897.428000 -7.690000
2019-08-05 1819.98 1788.60 1863.548 1891.207333 -27.659333
2019-08-13 1907.67 1943.19 1908.068 1891.758667 16.309333
2019-08-14 1908.56 1891.19 1921.994 1889.888000 32.106000
2019-08-28 1911.80 1942.00 1925.988 1926.710000 -0.722000
2019-08-29 1966.43 1957.14 1926.922 1927.785333 -0.863333
2019-08-30 1971.80 1966.41 1940.470 1931.033333 9.436667
2019-09-03 1956.56 1941.78 1945.464 1932.692667 12.771333
2019-09-25 1991.65 1993.53 2016.744 2028.068667 -11.324667
2019-09-26 1994.08 1978.45 2000.720 2027.002667 -26.282667
2019-10-15 1992.21 2016.39 1977.712 1968.084667 9.627333
2019-10-16 2016.80 2027.63 1994.572 1970.358000 24.214000
2019-11-05 2008.99 2025.43 2032.690 2034.012667 -1.322667
2019-11-06 2018.56 2012.09 2025.198 2032.976667 -7.778667
2019-11-26 1899.70 1887.46 1877.532 1877.169333 0.362667
2019-11-27 1893.00 1906.45 1888.458 1870.126667 18.331333
2020-01-17 2060.00 2054.69 2065.316 2066.421333 -1.105333
2020-01-21 2006.00 1990.57 2047.330 2060.956667 -13.626667
2020-02-11 1894.48 1909.30 1921.144 1912.572667 8.571333
2020-02-12 1923.95 1960.36 1925.358 1909.914000 15.444000
2020-02-25 1803.00 1726.58 1877.448 1916.334000 -38.886000
2020-02-26 1731.22 1678.20 1819.390 1903.913333 -84.523333
2020-03-30 1261.27 1308.23 1318.940 1314.050667 4.889333
2020-03-31 1303.01 1345.32 1336.110 1299.805333 36.304667
2020-04-24 1372.39 1362.77 1366.324 1384.090667 -17.766667
2020-04-27 1374.93 1402.99 1364.596 1395.578000 -30.982000
2020-04-29 1487.83 1520.53 1417.122 1410.698000 6.424000
2020-04-30 1514.53 1480.57 1441.236 1417.932000 23.304000
2020-05-08 1416.69 1430.83 1412.030 1412.264667 -0.234667
2020-05-11 1427.02 1411.00 1411.570 1412.222667 -0.652667
2020-05-19 1556.29 1547.56 1447.576 1436.322667 11.253333
2020-05-20 1578.52 1599.15 1494.192 1441.564000 52.628000
2020-06-15 1567.66 1650.67 1674.848 1703.745333 -28.897333
2020-06-16 1716.32 1673.74 1654.002 1698.867333 -44.865333
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-03-19 1.0 1.0 0.0
2019-03-20 1.0 0.0 1.0
2019-03-28 0.0 -1.0 0.0
2019-03-29 1.0 1.0 -1.0
2019-04-01 0.0 -1.0 1.0
2019-04-02 0.0 0.0 -1.0
2019-04-04 1.0 1.0 0.0
2019-04-05 1.0 0.0 1.0
2019-05-02 0.0 -1.0 0.0
2019-05-03 0.0 0.0 -1.0
2019-06-07 1.0 1.0 0.0
2019-06-10 1.0 0.0 1.0
2019-07-12 0.0 -1.0 0.0
2019-07-15 0.0 0.0 -1.0
2019-07-24 1.0 1.0 0.0
2019-07-25 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-08-28 0.0 -1.0 0.0
2019-08-29 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-09-25 0.0 -1.0 0.0
2019-09-26 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-05 0.0 -1.0 0.0
2019-11-06 0.0 0.0 -1.0
2019-11-26 1.0 1.0 0.0
2019-11-27 1.0 0.0 1.0
2020-01-17 0.0 -1.0 0.0
2020-01-21 0.0 0.0 -1.0
2020-02-11 1.0 1.0 0.0
2020-02-12 1.0 0.0 1.0
2020-02-25 0.0 -1.0 0.0
2020-02-26 0.0 0.0 -1.0
2020-03-30 1.0 1.0 0.0
2020-03-31 1.0 0.0 1.0
2020-04-24 0.0 -1.0 0.0
2020-04-27 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-08 0.0 -1.0 0.0
2020-05-11 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-15 0.0 -1.0 0.0
2020-06-16 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_003_SlowMA_15_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 1642.35 1649.49 1700.990 1698.090000 2.900000
2019-01-10 1640.00 1677.33 1698.398 1691.950667 6.447333
2019-01-15 1695.00 1698.31 1688.501 1690.742667 -2.241667
2019-01-16 1693.42 1680.57 1684.388 1694.992000 -10.604000
2019-01-23 1717.25 1744.31 1700.253 1700.242667 0.010333
2019-01-24 1748.98 1795.67 1714.871 1705.174000 9.697000
2019-03-01 1708.20 1714.08 1873.495 1879.242000 -5.747000
2019-03-04 1723.66 1707.82 1850.920 1868.357333 -17.437333
2019-03-20 1766.78 1774.43 1743.828 1736.984667 6.843333
2019-03-21 1765.80 1774.36 1748.763 1742.139333 6.623667
2019-04-02 1766.03 1763.55 1754.033 1754.496667 -0.463667
2019-04-03 1778.47 1774.93 1754.083 1755.444667 -1.361667
2019-04-05 1788.03 1769.45 1759.493 1759.044667 0.448333
2019-04-08 1767.92 1788.72 1763.126 1761.204000 1.922000
2019-05-07 1781.45 1785.00 1837.995 1842.510000 -4.515000
2019-05-08 1765.01 1751.63 1826.430 1836.505333 -10.075333
2019-06-11 1799.50 1803.63 1729.559 1728.267333 1.291667
2019-06-12 1804.17 1798.90 1740.857 1730.048000 10.809000
2019-07-18 1861.83 1885.91 1882.888 1884.988000 -2.100000
2019-07-19 1896.03 1882.09 1878.622 1887.449333 -8.827333
2019-07-25 1911.99 1926.13 1892.836 1890.020000 2.816000
2019-07-26 1940.00 1966.85 1901.273 1892.826667 8.446333
2019-08-06 1799.20 1786.52 1883.604 1884.382000 -0.778000
2019-08-07 1758.40 1821.56 1873.835 1881.303333 -7.468333
2019-08-19 1944.87 1943.73 1898.864 1887.092000 11.772000
2019-08-20 1942.51 1934.40 1913.652 1888.279333 25.372667
2019-09-27 1969.56 1944.25 2021.518 2025.444000 -3.926000
2019-09-30 1953.00 1962.61 2010.484 2023.468000 -12.984000
2019-10-16 2016.80 2027.63 1975.059 1970.358000 4.701000
2019-10-17 2033.00 2028.53 1981.767 1973.696667 8.070333
2019-11-07 1942.20 1849.93 2018.125 2021.070000 -2.945000
2019-11-08 1941.00 1879.19 2000.451 2012.114000 -11.663000
2019-12-02 1898.21 1884.44 1876.591 1874.083333 2.507667
2019-12-03 1865.39 1879.98 1880.786 1873.012667 7.773333
2020-01-22 2004.33 2000.24 2055.148 2057.381333 -2.233333
2020-01-23 1986.24 1993.20 2048.178 2053.346000 -5.168000
2020-02-14 1998.44 1990.96 1922.052 1909.563333 12.488667
2020-02-18 1972.25 1976.28 1935.777 1914.056000 21.721000
2020-02-26 1731.22 1678.20 1895.298 1903.913333 -8.615333
2020-02-27 1612.98 1659.85 1865.247 1885.284000 -20.037000
2020-04-03 1244.18 1230.68 1285.457 1274.344000 11.113000
2020-04-06 1303.28 1356.68 1305.901 1278.811333 27.089667
2020-04-28 1434.20 1439.32 1397.681 1401.087333 -3.406333
2020-04-29 1487.83 1520.53 1407.273 1410.698000 -3.425000
2020-05-05 1443.25 1393.20 1417.647 1415.546667 2.100333
2020-05-06 1397.46 1378.91 1420.038 1412.500000 7.538000
2020-05-13 1379.34 1366.07 1415.250 1415.874000 -0.624000
2020-05-14 1348.74 1382.51 1405.444 1417.374667 -11.930667
2020-05-20 1578.52 1599.15 1450.869 1441.564000 9.305000
2020-05-21 1605.00 1595.68 1466.046 1449.238000 16.808000
2020-06-19 1654.00 1626.91 1678.239 1692.624667 -14.385667
2020-06-22 1609.74 1633.52 1657.500 1690.144000 -32.644000
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-01-15 0.0 -1.0 0.0
2019-01-16 0.0 0.0 -1.0
2019-01-23 1.0 1.0 0.0
2019-01-24 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-03-20 1.0 1.0 0.0
2019-03-21 1.0 0.0 1.0
2019-04-02 0.0 -1.0 0.0
2019-04-03 0.0 0.0 -1.0
2019-04-05 1.0 1.0 0.0
2019-04-08 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-11 1.0 1.0 0.0
2019-06-12 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-07-25 1.0 1.0 0.0
2019-07-26 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-02 1.0 1.0 0.0
2019-12-03 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-14 1.0 1.0 0.0
2020-02-18 1.0 0.0 1.0
2020-02-26 0.0 -1.0 0.0
2020-02-27 0.0 0.0 -1.0
2020-04-03 1.0 1.0 0.0
2020-04-06 1.0 0.0 1.0
2020-04-28 0.0 -1.0 0.0
2020-04-29 0.0 0.0 -1.0
2020-05-05 1.0 1.0 0.0
2020-05-06 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-20 1.0 1.0 0.0
2020-05-21 1.0 0.0 1.0
2020-06-19 0.0 -1.0 0.0
2020-06-22 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_004_SlowMA_20_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-17 1681.73 1724.51 1692.432 1692.0710 0.3610
2019-01-18 1747.02 1760.26 1711.306 1693.2525 18.0535
2019-02-28 1754.00 1697.04 1863.864 1884.5780 -20.7140
2019-03-01 1708.20 1714.08 1824.576 1878.6415 -54.0655
2019-03-25 1714.01 1752.39 1757.360 1756.2420 1.1180
2019-03-26 1761.20 1768.87 1758.328 1748.8990 9.4290
2019-05-06 1798.96 1800.51 1823.418 1836.9865 -13.5685
2019-05-07 1781.45 1785.00 1809.420 1836.8005 -27.3805
2019-06-10 1782.57 1781.12 1765.260 1741.1785 24.0815
2019-06-11 1799.50 1803.63 1776.580 1742.4970 34.0830
2019-08-02 1874.11 1846.08 1889.738 1892.0545 -2.3165
2019-08-05 1819.98 1788.60 1863.548 1887.6965 -24.1485
2019-08-13 1907.67 1943.19 1908.068 1890.3035 17.7645
2019-08-14 1908.56 1891.19 1921.994 1891.4760 30.5180
2019-09-26 1994.08 1978.45 2000.720 2011.1800 -10.4600
2019-09-27 1969.56 1944.25 1983.256 2010.5355 -27.2795
2019-10-16 2016.80 2027.63 1994.572 1981.9545 12.6175
2019-10-17 2033.00 2028.53 2007.696 1980.4525 27.2435
2019-11-07 1942.20 1849.93 1985.430 2017.7265 -32.2965
2019-11-08 1941.00 1879.19 1954.864 2012.8270 -57.9630
2019-12-02 1898.21 1884.44 1895.984 1894.2785 1.7055
2019-12-03 1865.39 1879.98 1892.472 1887.8935 4.5785
2020-01-21 2006.00 1990.57 2047.330 2057.5285 -10.1985
2020-01-22 2004.33 2000.24 2033.082 2056.3775 -23.2955
2020-02-14 1998.44 1990.96 1941.440 1932.2555 9.1845
2020-02-18 1972.25 1976.28 1959.368 1928.3350 31.0330
2020-02-25 1803.00 1726.58 1877.448 1904.9040 -27.4560
2020-02-26 1731.22 1678.20 1819.390 1892.9415 -73.5515
2020-04-08 1382.65 1372.06 1319.158 1296.1000 23.0580
2020-04-09 1424.76 1420.64 1351.286 1303.1120 48.1740
2020-04-27 1374.93 1402.99 1364.596 1367.4765 -2.8805
2020-04-28 1434.20 1439.32 1384.016 1374.0310 9.9850
2020-04-29 1487.83 1520.53 1417.122 1382.7915 34.3305
2020-05-07 1392.26 1443.91 1415.622 1417.3545 -1.7325
2020-05-08 1416.69 1430.83 1412.030 1417.8640 -5.8340
2020-05-18 1430.00 1557.43 1415.248 1412.9790 2.2690
2020-05-19 1556.29 1547.56 1447.576 1423.2460 24.3300
2020-06-16 1716.32 1673.74 1654.002 1680.1805 -26.1785
2020-06-17 1677.92 1638.24 1634.988 1684.7145 -49.7265
trade_signal signal_change entry_exit
date
2019-01-17 1.0 1.0 0.0
2019-01-18 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-03-25 1.0 1.0 0.0
2019-03-26 1.0 0.0 1.0
2019-05-06 0.0 -1.0 0.0
2019-05-07 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-26 0.0 -1.0 0.0
2019-09-27 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-02 1.0 1.0 0.0
2019-12-03 1.0 0.0 1.0
2020-01-21 0.0 -1.0 0.0
2020-01-22 0.0 0.0 -1.0
2020-02-14 1.0 1.0 0.0
2020-02-18 1.0 0.0 1.0
2020-02-25 0.0 -1.0 0.0
2020-02-26 0.0 0.0 -1.0
2020-04-08 1.0 1.0 0.0
2020-04-09 1.0 0.0 1.0
2020-04-27 0.0 -1.0 0.0
2020-04-28 1.0 1.0 -1.0
2020-04-29 1.0 0.0 1.0
2020-05-07 0.0 -1.0 0.0
2020-05-08 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-16 0.0 -1.0 0.0
2020-06-17 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_005_SlowMA_20_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1694.798 1693.2525 1.5455
2019-01-22 1743.18 1708.98 1694.514 1693.4425 1.0715
2019-03-01 1708.20 1714.08 1873.495 1878.6415 -5.1465
2019-03-04 1723.66 1707.82 1850.920 1872.1845 -21.2645
2019-03-26 1761.20 1768.87 1756.876 1748.8990 7.9770
2019-03-27 1768.98 1752.11 1756.016 1741.2045 14.8115
2019-05-08 1765.01 1751.63 1826.430 1834.6585 -8.2285
2019-05-09 1729.43 1736.03 1813.407 1831.1600 -17.7530
2019-06-13 1802.05 1809.52 1754.503 1743.7630 10.7400
2019-06-14 1808.20 1775.50 1766.431 1742.3725 24.0585
2019-07-19 1896.03 1882.09 1878.622 1879.1705 -0.5485
2019-07-22 1883.65 1893.70 1880.416 1879.8555 0.5605
2019-07-23 1898.63 1900.25 1882.654 1881.3275 1.3265
2019-08-07 1758.40 1821.56 1873.835 1880.7375 -6.9025
2019-08-08 1900.00 1941.01 1875.323 1884.0795 -8.7565
2019-08-19 1944.87 1943.73 1898.864 1896.9205 1.9435
2019-08-20 1942.51 1934.40 1913.652 1898.6280 15.0240
2019-10-01 1977.00 1978.03 2000.543 2012.1580 -11.6150
2019-10-02 1969.00 1941.44 1988.850 2011.2905 -22.4405
2019-10-17 2033.00 2028.53 1981.767 1980.4525 1.3145
2019-10-18 2030.86 2013.53 1984.800 1979.5505 5.2495
2019-11-08 1941.00 1879.19 2000.451 2012.8270 -12.3760
2019-11-11 1869.00 1896.04 1984.350 2008.1915 -23.8415
2019-12-04 1894.64 1921.53 1888.409 1882.6985 5.7105
2019-12-05 1929.00 1904.22 1893.649 1877.3050 16.3440
2020-01-22 2004.33 2000.24 2055.148 2056.3775 -1.2295
2020-01-23 1986.24 1993.20 2048.178 2054.4325 -6.2545
2020-02-18 1972.25 1976.28 1935.777 1928.3350 7.4420
2020-02-19 1982.76 1968.49 1946.175 1927.2310 18.9440
2020-02-27 1612.98 1659.85 1865.247 1881.2365 -15.9895
2020-02-28 1643.64 1695.66 1838.819 1872.4150 -33.5960
2020-04-07 1412.01 1376.37 1317.591 1299.6220 17.9690
2020-04-08 1382.65 1372.06 1318.212 1296.1000 22.1120
2020-05-14 1348.74 1382.51 1405.444 1410.0170 -4.5730
2020-05-15 1377.01 1384.31 1398.996 1405.6890 -6.6930
2020-05-18 1430.00 1557.43 1413.409 1412.9790 0.4300
2020-05-19 1556.29 1547.56 1428.845 1423.2460 5.5990
2020-06-19 1654.00 1626.91 1678.239 1687.7360 -9.4970
2020-06-22 1609.74 1633.52 1657.500 1687.8470 -30.3470
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-03-26 1.0 1.0 0.0
2019-03-27 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-07-19 0.0 -1.0 0.0
2019-07-22 1.0 1.0 -1.0
2019-07-23 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-01 0.0 -1.0 0.0
2019-10-02 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-04 1.0 1.0 0.0
2019-12-05 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-27 0.0 -1.0 0.0
2020-02-28 0.0 0.0 -1.0
2020-04-07 1.0 1.0 0.0
2020-04-08 1.0 0.0 1.0
2020-05-14 0.0 -1.0 0.0
2020-05-15 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-19 0.0 -1.0 0.0
2020-06-22 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_006_SlowMA_20_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-16 1693.42 1680.57 1694.992000 1694.3165 0.675500
2019-01-17 1681.73 1724.51 1696.409333 1692.0710 4.338333
2019-01-24 1748.98 1795.67 1705.174000 1707.9305 -2.756500
2019-01-25 1811.99 1802.20 1714.446000 1712.8780 1.568000
2019-01-28 1787.62 1813.60 1720.849333 1717.6680 3.181333
2019-03-04 1723.66 1707.82 1868.357333 1872.1845 -3.827167
2019-03-05 1715.00 1745.93 1860.419333 1866.4315 -6.012167
2019-03-27 1768.98 1752.11 1747.173333 1741.2045 5.968833
2019-03-28 1759.99 1728.89 1747.432000 1742.7970 4.635000
2019-05-09 1729.43 1736.03 1829.588000 1831.1600 -1.572000
2019-05-10 1825.00 1829.85 1828.624000 1831.7230 -3.099000
2019-06-17 1776.00 1781.41 1743.114667 1742.0785 1.036167
2019-06-18 1808.38 1808.99 1751.327333 1744.9165 6.410833
2019-07-26 1940.00 1966.85 1892.826667 1895.8960 -3.069333
2019-07-29 1958.78 1919.55 1895.746000 1898.1380 -2.392000
2019-07-31 1906.33 1886.61 1899.475333 1897.9775 1.497833
2019-08-01 1885.47 1879.86 1899.854667 1895.9880 3.866667
2019-08-14 1908.56 1891.19 1889.888000 1891.4760 -1.588000
2019-08-15 1900.03 1904.67 1888.457333 1892.4140 -3.956667
2019-08-23 1942.98 1898.67 1901.235333 1898.3610 2.874333
2019-08-26 1918.24 1916.81 1909.782667 1898.2240 11.558667
2019-10-03 1936.55 1961.45 2008.174000 2009.6410 -1.467000
2019-10-04 1970.64 1983.20 2002.794000 2010.4195 -7.625500
2019-10-21 2022.68 2022.24 1982.290667 1980.1920 2.098667
2019-10-22 2029.04 2023.05 1985.292000 1981.8125 3.479500
2019-11-08 1941.00 1879.19 2012.114000 2012.8270 -0.713000
2019-11-11 1869.00 1896.04 2003.700667 2008.1915 -4.490833
2019-12-05 1929.00 1904.22 1879.067333 1877.3050 1.762333
2019-12-06 1923.27 1930.27 1883.382000 1881.3220 2.060000
2020-01-23 1986.24 1993.20 2053.346000 2054.4325 -1.086500
2020-01-24 1998.00 1962.96 2045.904667 2050.3805 -4.475833
2020-02-21 1965.00 1928.72 1926.364667 1922.5405 3.824167
2020-02-24 1830.93 1792.54 1923.830667 1914.0195 9.811167
2020-02-28 1643.64 1695.66 1867.601333 1872.4150 -4.813667
2020-03-02 1709.75 1728.98 1855.560667 1867.3365 -11.775833
2020-04-09 1424.76 1420.64 1303.850000 1303.1120 0.738000
2020-04-13 1413.19 1421.01 1320.088667 1303.0960 16.992667
2020-05-06 1397.46 1378.91 1412.500000 1413.7620 -1.262000
2020-05-07 1392.26 1443.91 1414.934000 1417.3545 -2.420500
2020-05-12 1401.09 1385.92 1415.136000 1414.1885 0.947500
2020-05-13 1379.34 1366.07 1415.874000 1411.2615 4.612500
2020-06-25 1585.81 1615.39 1675.424667 1678.2565 -2.831833
2020-06-26 1597.30 1541.25 1657.332000 1673.3480 -16.016000
trade_signal signal_change entry_exit
date
2019-01-16 1.0 1.0 0.0
2019-01-17 1.0 0.0 1.0
2019-01-24 0.0 -1.0 0.0
2019-01-25 1.0 1.0 -1.0
2019-01-28 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-03-27 1.0 1.0 0.0
2019-03-28 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 1.0 0.0 1.0
2019-07-26 0.0 -1.0 0.0
2019-07-29 0.0 0.0 -1.0
2019-07-31 1.0 1.0 0.0
2019-08-01 1.0 0.0 1.0
2019-08-14 0.0 -1.0 0.0
2019-08-15 0.0 0.0 -1.0
2019-08-23 1.0 1.0 0.0
2019-08-26 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 0.0 0.0 -1.0
2019-10-21 1.0 1.0 0.0
2019-10-22 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-05 1.0 1.0 0.0
2019-12-06 1.0 0.0 1.0
2020-01-23 0.0 -1.0 0.0
2020-01-24 0.0 0.0 -1.0
2020-02-21 1.0 1.0 0.0
2020-02-24 1.0 0.0 1.0
2020-02-28 0.0 -1.0 0.0
2020-03-02 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 0.0 0.0 -1.0
2020-05-12 1.0 1.0 0.0
2020-05-13 1.0 0.0 1.0
2020-06-25 0.0 -1.0 0.0
2020-06-26 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_007_SlowMA_25_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1711.306 1710.0332 1.2728
2019-01-22 1743.18 1708.98 1714.526 1705.0696 9.4564
2019-02-28 1754.00 1697.04 1863.864 1869.2212 -5.3572
2019-03-01 1708.20 1714.08 1824.576 1865.9576 -41.3816
2019-04-02 1766.03 1763.55 1749.738 1749.0668 0.6712
2019-04-03 1778.47 1774.93 1754.302 1743.8240 10.4780
2019-05-06 1798.96 1800.51 1823.418 1823.4996 -0.0816
2019-05-07 1781.45 1785.00 1809.420 1824.5304 -15.1104
2019-06-10 1782.57 1781.12 1765.260 1749.0636 16.1964
2019-06-11 1799.50 1803.63 1776.580 1749.1884 27.3916
2019-08-02 1874.11 1846.08 1889.738 1894.6644 -4.9264
2019-08-05 1819.98 1788.60 1863.548 1891.2200 -27.6720
2019-08-13 1907.67 1943.19 1908.068 1888.1168 19.9512
2019-08-14 1908.56 1891.19 1921.994 1888.9888 33.0052
2019-09-27 1969.56 1944.25 1983.256 1993.8128 -10.5568
2019-09-30 1953.00 1962.61 1973.896 1996.3704 -22.4744
2019-10-17 2033.00 2028.53 2007.696 1997.6112 10.0848
2019-10-18 2030.86 2013.53 2014.966 1995.5964 19.3696
2019-11-07 1942.20 1849.93 1985.430 2005.3488 -19.9188
2019-11-08 1941.00 1879.19 1954.864 2001.1884 -46.3244
2019-12-06 1923.27 1930.27 1904.088 1902.1436 1.9444
2019-12-09 1928.08 1905.79 1908.358 1897.0944 11.2636
2020-01-22 2004.33 2000.24 2033.082 2045.6932 -12.6112
2020-01-23 1986.24 1993.20 2018.690 2045.6204 -26.9304
2020-02-18 1972.25 1976.28 1959.368 1955.7312 3.6368
2020-02-19 1982.76 1968.49 1971.206 1951.2508 19.9552
2020-02-24 1830.93 1792.54 1927.388 1931.2820 -3.8940
2020-02-25 1803.00 1726.58 1877.448 1918.1576 -40.7096
2020-04-09 1424.76 1420.64 1351.286 1339.3612 11.9248
2020-04-13 1413.19 1421.01 1389.352 1331.7180 57.6340
2020-05-11 1427.02 1411.00 1411.570 1411.7612 -0.1912
2020-05-12 1401.09 1385.92 1410.114 1412.9308 -2.8168
2020-05-19 1556.29 1547.56 1447.576 1420.8660 26.7100
2020-05-20 1578.52 1599.15 1494.192 1427.8476 66.3444
2020-06-17 1677.92 1638.24 1634.988 1637.2868 -2.2988
2020-06-18 1622.40 1628.35 1642.984 1647.7780 -4.7940
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-02 1.0 1.0 0.0
2019-04-03 1.0 0.0 1.0
2019-05-06 0.0 -1.0 0.0
2019-05-07 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-06 1.0 1.0 0.0
2019-12-09 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
2020-05-11 0.0 -1.0 0.0
2020-05-12 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-17 0.0 -1.0 0.0
2020-06-18 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_008_SlowMA_25_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1714.871 1704.8024 10.0686
2019-01-25 1811.99 1802.20 1727.358 1706.1136 21.2444
2019-03-04 1723.66 1707.82 1850.920 1862.1824 -11.2624
2019-03-05 1715.00 1745.93 1831.963 1859.4756 -27.5126
2019-04-02 1766.03 1763.55 1754.033 1749.0668 4.9662
2019-04-03 1778.47 1774.93 1754.083 1743.8240 10.2590
2019-05-09 1729.43 1736.03 1813.407 1822.4976 -9.0906
2019-05-10 1825.00 1829.85 1809.592 1824.4676 -14.8756
2019-06-13 1802.05 1809.52 1754.503 1752.0600 2.4430
2019-06-14 1808.20 1775.50 1766.431 1753.6388 12.7922
2019-08-06 1799.20 1786.52 1883.604 1886.7440 -3.1400
2019-08-07 1758.40 1821.56 1873.835 1883.2868 -9.4518
2019-08-19 1944.87 1943.73 1898.864 1894.2700 4.5940
2019-08-20 1942.51 1934.40 1913.652 1896.0900 17.5620
2019-10-02 1969.00 1941.44 1988.850 1999.6772 -10.8272
2019-10-03 1936.55 1961.45 1979.138 2000.4552 -21.3172
2019-10-22 2029.04 2023.05 2000.354 1991.3924 8.9616
2019-10-23 2019.66 2032.23 2009.244 1990.3468 18.8972
2019-11-08 1941.00 1879.19 2000.451 2001.1884 -0.7374
2019-11-11 1869.00 1896.04 1984.350 1998.9676 -14.6176
2019-12-09 1928.08 1905.79 1902.171 1897.0944 5.0766
2019-12-10 1902.40 1904.63 1902.880 1892.9724 9.9076
2020-01-24 1998.00 1962.96 2036.045 2044.0640 -8.0190
2020-01-27 1906.41 1908.89 2018.244 2040.7592 -22.5152
2020-02-20 1960.00 1970.91 1949.337 1947.2280 2.1090
2020-02-21 1965.00 1928.72 1946.119 1941.7704 4.3486
2020-02-26 1731.22 1678.20 1895.298 1905.6628 -10.3648
2020-02-27 1612.98 1659.85 1865.247 1892.0472 -26.8002
2020-04-13 1413.19 1421.01 1336.262 1331.7180 4.5440
2020-04-14 1460.09 1449.42 1350.381 1328.5828 21.7982
2020-05-14 1348.74 1382.51 1405.444 1412.9368 -7.4928
2020-05-15 1377.01 1384.31 1398.996 1411.4836 -12.4876
2020-05-19 1556.29 1547.56 1428.845 1420.8660 7.9790
2020-05-20 1578.52 1599.15 1450.869 1427.8476 23.0214
2020-06-22 1609.74 1633.52 1657.500 1667.5224 -10.0224
2020-06-23 1652.30 1677.10 1647.413 1672.3092 -24.8962
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-02 1.0 1.0 0.0
2019-04-03 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-02 0.0 -1.0 0.0
2019-10-03 0.0 0.0 -1.0
2019-10-22 1.0 1.0 0.0
2019-10-23 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-09 1.0 1.0 0.0
2019-12-10 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-02-20 1.0 1.0 0.0
2020-02-21 1.0 0.0 1.0
2020-02-26 0.0 -1.0 0.0
2020-02-27 0.0 0.0 -1.0
2020-04-13 1.0 1.0 0.0
2020-04-14 1.0 0.0 1.0
2020-05-14 0.0 -1.0 0.0
2020-05-15 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-22 0.0 -1.0 0.0
2020-06-23 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_009_SlowMA_25_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1705.174000 1704.8024 0.371600
2019-01-25 1811.99 1802.20 1714.446000 1706.1136 8.332400
2019-03-06 1748.37 1751.62 1850.841333 1857.1884 -6.347067
2019-03-07 1746.50 1725.01 1837.844000 1853.4408 -15.596800
2019-04-02 1766.03 1763.55 1754.496667 1749.0668 5.429867
2019-04-03 1778.47 1774.93 1755.444667 1743.8240 11.620667
2019-05-13 1800.00 1777.26 1824.163333 1824.7800 -0.616667
2019-05-14 1787.12 1793.67 1817.892667 1824.9780 -7.085333
2019-06-19 1812.00 1842.06 1761.736667 1754.9060 6.830667
2019-06-20 1862.07 1861.31 1774.286667 1757.7812 16.505467
2019-08-05 1819.98 1788.60 1891.207333 1891.2200 -0.012667
2019-08-06 1799.20 1786.52 1884.382000 1886.7440 -2.362000
2019-08-08 1900.00 1941.01 1884.976667 1884.1412 0.835467
2019-08-09 1926.54 1917.69 1887.350000 1883.8588 3.491200
2019-08-15 1900.03 1904.67 1888.457333 1890.2088 -1.751467
2019-08-16 1929.00 1922.19 1885.480000 1891.7972 -6.317200
2019-08-26 1918.24 1916.81 1909.782667 1903.8604 5.922267
2019-08-27 1921.74 1919.99 1918.680667 1904.6500 14.030667
2019-10-07 1971.01 1951.56 1994.701333 2000.9036 -6.202267
2019-10-08 1937.05 1938.19 1985.418000 2000.7600 -15.342000
2019-10-23 2019.66 2032.23 1991.344667 1990.3468 0.997867
2019-10-24 2035.00 2043.75 1996.831333 1989.7540 7.077333
2019-11-12 1901.35 1875.84 1993.886667 1996.4736 -2.586933
2019-11-13 1855.59 1859.09 1982.344000 1993.1040 -10.760000
2019-12-11 1915.90 1925.88 1896.992000 1888.9904 8.001600
2019-12-12 1930.85 1948.48 1903.436000 1886.4460 16.990000
2020-01-27 1906.41 1908.89 2035.465333 2040.7592 -5.293867
2020-01-28 1914.67 1917.45 2026.802000 2037.3324 -10.530400
2020-04-14 1460.09 1449.42 1339.900667 1328.5828 11.317867
2020-04-15 1407.84 1424.61 1350.910000 1323.2072 27.702800
2020-06-25 1585.81 1615.39 1675.424667 1675.4696 -0.044933
2020-06-26 1597.30 1541.25 1657.332000 1673.2924 -15.960400
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-04-02 1.0 1.0 0.0
2019-04-03 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-08-15 0.0 -1.0 0.0
2019-08-16 0.0 0.0 -1.0
2019-08-26 1.0 1.0 0.0
2019-08-27 1.0 0.0 1.0
2019-10-07 0.0 -1.0 0.0
2019-10-08 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-12 0.0 -1.0 0.0
2019-11-13 0.0 0.0 -1.0
2019-12-11 1.0 1.0 0.0
2019-12-12 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-14 1.0 1.0 0.0
2020-04-15 1.0 0.0 1.0
2020-06-25 0.0 -1.0 0.0
2020-06-26 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_010_SlowMA_25_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1707.9305 1704.8024 3.1281
2019-01-25 1811.99 1802.20 1712.8780 1706.1136 6.7644
2019-03-07 1746.50 1725.01 1849.8035 1853.4408 -3.6373
2019-03-08 1708.04 1715.82 1841.7415 1848.7612 -7.0197
2019-04-03 1778.47 1774.93 1748.9555 1743.8240 5.1315
2019-04-04 1775.31 1780.60 1751.7350 1747.1664 4.5686
2019-05-15 1778.60 1789.43 1823.6910 1824.7764 -1.0854
2019-05-16 1790.00 1803.31 1821.8670 1824.6688 -2.8018
2019-06-21 1859.36 1880.00 1762.3780 1760.8488 1.5292
2019-06-24 1880.97 1870.81 1770.4945 1764.1896 6.3049
2019-08-02 1874.11 1846.08 1892.0545 1894.6644 -2.6099
2019-08-05 1819.98 1788.60 1887.6965 1891.2200 -3.5235
2019-08-09 1926.54 1917.69 1885.8400 1883.8588 1.9812
2019-08-12 1900.44 1916.89 1887.5890 1885.5040 2.0850
2019-08-22 1962.45 1952.47 1901.7700 1902.2728 -0.5028
2019-08-23 1942.98 1898.67 1898.3610 1902.9360 -4.5750
2019-08-30 1971.80 1966.41 1911.0440 1906.7828 4.2612
2019-09-03 1956.56 1941.78 1918.7030 1907.6720 11.0310
2019-10-09 1953.72 1943.33 1999.0150 2000.1416 -1.1266
2019-10-10 1942.69 1962.91 1995.0900 1998.8804 -3.7904
2019-10-25 2020.13 2055.93 1992.5965 1990.7284 1.8681
2019-10-28 2053.02 2057.05 1997.3185 1992.6340 4.6845
2019-11-13 1855.59 1859.09 1992.7370 1993.1040 -0.3670
2019-11-14 1855.39 1865.55 1984.5880 1989.2096 -4.6216
2019-12-12 1930.85 1948.48 1890.0530 1886.4460 3.6070
2019-12-13 1960.87 1973.60 1895.4555 1891.3928 4.0627
2020-01-28 1914.67 1917.45 2034.8545 2037.3324 -2.4779
2020-01-29 1924.04 1893.95 2026.8585 2032.1600 -5.3015
2020-04-16 1432.35 1407.40 1322.5835 1321.8032 0.7803
2020-04-17 1469.00 1470.87 1336.5530 1329.4220 7.1310
2020-05-13 1379.34 1366.07 1411.2615 1412.5188 -1.2573
2020-05-14 1348.74 1382.51 1410.0170 1412.9368 -2.9198
2020-05-19 1556.29 1547.56 1423.2460 1420.8660 2.3800
2020-05-20 1578.52 1599.15 1435.4535 1427.8476 7.6059
2020-06-29 1567.77 1593.22 1669.4725 1671.7692 -2.2967
2020-06-30 1583.90 1592.34 1666.3395 1665.5864 0.7531
2020-07-01 1606.05 1658.79 1662.9805 1663.9888 -1.0083
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-08-22 0.0 -1.0 0.0
2019-08-23 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-10-09 0.0 -1.0 0.0
2019-10-10 0.0 0.0 -1.0
2019-10-25 1.0 1.0 0.0
2019-10-28 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-12 1.0 1.0 0.0
2019-12-13 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-04-16 1.0 1.0 0.0
2020-04-17 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-29 0.0 -1.0 0.0
2020-06-30 1.0 1.0 -1.0
2020-07-01 0.0 -1.0 1.0
List the signal change and entry/exit points for SMA_011_SlowMA_30_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1746.746 1723.609667 23.136333
2019-01-25 1811.99 1802.20 1762.284 1721.938000 40.346000
2019-03-01 1708.20 1714.08 1824.576 1846.089000 -21.513000
2019-03-04 1723.66 1707.82 1788.134 1845.532667 -57.398667
2019-04-05 1788.03 1769.45 1769.552 1761.913667 7.638333
2019-04-08 1767.92 1788.72 1775.450 1758.536667 16.913333
2019-05-07 1781.45 1785.00 1809.420 1812.242333 -2.822333
2019-05-08 1765.01 1751.63 1793.842 1811.667667 -17.825667
2019-06-10 1782.57 1781.12 1765.260 1763.983000 1.277000
2019-06-11 1799.50 1803.63 1776.580 1761.560000 15.020000
2019-08-05 1819.98 1788.60 1863.548 1884.896000 -21.348000
2019-08-06 1799.20 1786.52 1837.534 1882.086333 -44.552333
2019-08-13 1907.67 1943.19 1908.068 1890.298000 17.770000
2019-08-14 1908.56 1891.19 1921.994 1889.738000 32.256000
2019-09-27 1969.56 1944.25 1983.256 1985.128667 -1.872667
2019-09-30 1953.00 1962.61 1973.896 1986.476000 -12.580000
2019-10-17 2033.00 2028.53 2007.696 2000.349667 7.346333
2019-10-18 2030.86 2013.53 2014.966 2001.879667 13.086333
2019-11-07 1942.20 1849.93 1985.430 1997.383333 -11.953333
2019-11-08 1941.00 1879.19 1954.864 1995.214667 -40.350667
2019-12-11 1915.90 1925.88 1914.158 1912.940333 1.217667
2019-12-12 1930.85 1948.48 1923.010 1909.571333 13.438667
2020-01-23 1986.24 1993.20 2018.690 2029.604000 -10.914000
2020-01-24 1998.00 1962.96 2000.332 2031.548333 -31.216333
2020-02-20 1960.00 1970.91 1973.316 1968.892333 4.423667
2020-02-21 1965.00 1928.72 1967.072 1964.419667 2.652333
2020-02-24 1830.93 1792.54 1927.388 1954.694667 -27.306667
2020-02-25 1803.00 1726.58 1877.448 1942.684000 -65.236000
2020-04-14 1460.09 1449.42 1407.900 1380.568333 27.331667
2020-04-15 1407.84 1424.61 1417.548 1371.954667 45.593333
2020-05-14 1348.74 1382.51 1395.266 1397.307000 -2.041000
2020-05-15 1377.01 1384.31 1385.962 1401.450667 -15.488667
2020-05-18 1430.00 1557.43 1415.248 1412.342333 2.905667
2020-05-19 1556.29 1547.56 1447.576 1418.705000 28.871000
2020-06-24 1660.71 1610.33 1635.242 1636.946000 -1.704000
2020-06-25 1585.81 1615.39 1632.650 1645.256667 -12.606667
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-04-05 1.0 1.0 0.0
2019-04-08 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-11 1.0 1.0 0.0
2019-12-12 1.0 0.0 1.0
2020-01-23 0.0 -1.0 0.0
2020-01-24 0.0 0.0 -1.0
2020-02-20 1.0 1.0 0.0
2020-02-21 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-14 1.0 1.0 0.0
2020-04-15 1.0 0.0 1.0
2020-05-14 0.0 -1.0 0.0
2020-05-15 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-24 0.0 -1.0 0.0
2020-06-25 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_012_SlowMA_30_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1727.358 1721.938000 5.420000
2019-01-28 1787.62 1813.60 1742.129 1720.519667 21.609333
2019-03-05 1715.00 1745.93 1831.963 1845.055000 -13.092000
2019-03-06 1748.37 1751.62 1814.508 1846.476333 -31.968333
2019-04-08 1767.92 1788.72 1763.126 1758.536667 4.589333
2019-04-09 1776.75 1794.47 1765.686 1754.494667 11.191333
2019-05-10 1825.00 1829.85 1809.592 1814.497000 -4.905000
2019-05-13 1800.00 1777.26 1799.686 1815.575333 -15.889333
2019-06-14 1808.20 1775.50 1766.431 1757.940333 8.490667
2019-06-17 1776.00 1781.41 1779.526 1756.518333 23.007667
2019-08-07 1758.40 1821.56 1873.835 1881.289333 -7.454333
2019-08-08 1900.00 1941.01 1875.323 1884.982333 -9.659333
2019-08-19 1944.87 1943.73 1898.864 1891.419000 7.445000
2019-08-20 1942.51 1934.40 1913.652 1893.303333 20.348667
2019-10-03 1936.55 1961.45 1979.138 1988.044000 -8.906000
2019-10-04 1970.64 1983.20 1974.301 1989.068333 -14.767333
2019-10-23 2019.66 2032.23 2009.244 2002.424667 6.819333
2019-10-24 2035.00 2043.75 2017.328 2002.502667 14.825333
2019-11-11 1869.00 1896.04 1984.350 1992.995667 -8.645667
2019-11-12 1901.35 1875.84 1967.654 1989.589333 -21.935333
2019-12-12 1930.85 1948.48 1910.925 1909.571333 1.353667
2019-12-13 1960.87 1973.60 1917.882 1907.065667 10.816333
2020-01-27 1906.41 1908.89 2018.244 2030.982000 -12.738000
2020-01-28 1914.67 1917.45 2001.939 2029.947667 -28.008667
2020-04-16 1432.35 1407.40 1371.887 1361.130333 10.756667
2020-04-17 1469.00 1470.87 1392.974 1355.244667 37.729333
2020-05-15 1377.01 1384.31 1398.996 1401.450667 -2.454667
2020-05-18 1430.00 1557.43 1413.409 1412.342333 1.066667
2020-05-19 1556.29 1547.56 1428.845 1418.705000 10.140000
2020-06-24 1660.71 1610.33 1635.115 1636.946000 -1.831000
2020-06-25 1585.81 1615.39 1637.817 1645.256667 -7.439667
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-08 1.0 1.0 0.0
2019-04-09 1.0 0.0 1.0
2019-05-10 0.0 -1.0 0.0
2019-05-13 0.0 0.0 -1.0
2019-06-14 1.0 1.0 0.0
2019-06-17 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-11 0.0 -1.0 0.0
2019-11-12 0.0 0.0 -1.0
2019-12-12 1.0 1.0 0.0
2019-12-13 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-16 1.0 1.0 0.0
2020-04-17 1.0 0.0 1.0
2020-05-15 0.0 -1.0 0.0
2020-05-18 1.0 1.0 -1.0
2020-05-19 1.0 0.0 1.0
2020-06-24 0.0 -1.0 0.0
2020-06-25 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_013_SlowMA_30_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1720.849333 1720.519667 0.329667
2019-01-29 1816.62 1808.80 1727.314667 1719.710667 7.604000
2019-03-07 1746.50 1725.01 1837.844000 1845.833000 -7.989000
2019-03-08 1708.04 1715.82 1825.410000 1843.171333 -17.761333
2019-04-08 1767.92 1788.72 1761.204000 1758.536667 2.667333
2019-04-09 1776.75 1794.47 1763.233333 1754.494667 8.738667
2019-05-15 1778.60 1789.43 1812.702667 1817.586000 -4.883333
2019-05-16 1790.00 1803.31 1808.506000 1818.532000 -10.026000
2019-06-19 1812.00 1842.06 1761.736667 1758.703000 3.033667
2019-06-20 1862.07 1861.31 1774.286667 1762.359000 11.927667
2019-08-08 1900.00 1941.01 1884.976667 1884.982333 -0.005667
2019-08-09 1926.54 1917.69 1887.350000 1887.399667 -0.049667
2019-08-12 1900.44 1916.89 1888.896000 1888.805667 0.090333
2019-08-13 1907.67 1943.19 1891.758667 1890.298000 1.460667
2019-08-15 1900.03 1904.67 1888.457333 1889.238667 -0.781333
2019-08-16 1929.00 1922.19 1885.480000 1889.153333 -3.673333
2019-08-23 1942.98 1898.67 1901.235333 1899.331667 1.903667
2019-08-26 1918.24 1916.81 1909.782667 1900.495000 9.287667
2019-10-08 1937.05 1938.19 1985.418000 1991.544000 -6.126000
2019-10-09 1953.72 1943.33 1977.748667 1992.322000 -14.573333
2019-10-28 2053.02 2057.05 2008.712667 2001.707000 7.005667
2019-10-29 2054.14 2042.80 2015.686667 2000.552333 15.134333
2019-11-13 1855.59 1859.09 1982.344000 1986.844333 -4.500333
2019-11-14 1855.39 1865.55 1970.464000 1983.647667 -13.183667
2019-12-13 1960.87 1973.60 1910.122000 1907.065667 3.056333
2019-12-16 1983.47 1995.02 1917.954667 1905.832333 12.122333
2020-01-28 1914.67 1917.45 2026.802000 2029.947667 -3.145667
2020-01-29 1924.04 1893.95 2015.195333 2027.292667 -12.097333
2020-04-17 1469.00 1470.87 1358.004667 1355.244667 2.760000
2020-04-20 1462.05 1411.63 1368.436667 1348.562667 19.874000
2020-06-29 1567.77 1593.22 1640.819333 1657.511667 -16.692333
2020-06-30 1583.90 1592.34 1628.444000 1658.675333 -30.231333
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-08 1.0 1.0 0.0
2019-04-09 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-08-08 0.0 -1.0 0.0
2019-08-09 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-08-15 0.0 -1.0 0.0
2019-08-16 0.0 0.0 -1.0
2019-08-23 1.0 1.0 0.0
2019-08-26 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-28 1.0 1.0 0.0
2019-10-29 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-04-17 1.0 1.0 0.0
2020-04-20 1.0 0.0 1.0
2020-06-29 0.0 -1.0 0.0
2020-06-30 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_014_SlowMA_30_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-29 1816.62 1808.80 1722.3165 1719.710667 2.605833
2019-01-30 1825.33 1818.70 1727.1305 1720.096000 7.034500
2019-03-08 1708.04 1715.82 1841.7415 1843.171333 -1.429833
2019-03-11 1721.69 1709.90 1833.6820 1840.094667 -6.412667
2019-04-09 1776.75 1794.47 1761.2810 1754.494667 6.786333
2019-04-10 1793.85 1806.00 1763.5455 1751.161333 12.384167
2019-05-20 1769.73 1752.23 1814.4190 1818.181000 -3.762000
2019-05-21 1762.34 1772.19 1808.6420 1817.630000 -8.988000
2019-06-24 1880.97 1870.81 1770.4945 1768.523333 1.971167
2019-06-25 1880.83 1845.47 1778.4780 1770.797000 7.681000
2019-08-07 1758.40 1821.56 1880.7375 1881.289333 -0.551833
2019-08-08 1900.00 1941.01 1884.0795 1884.982333 -0.902833
2019-08-13 1907.67 1943.19 1890.3035 1890.298000 0.005500
2019-08-14 1908.56 1891.19 1891.4760 1889.738000 1.738000
2019-08-23 1942.98 1898.67 1898.3610 1899.331667 -0.970667
2019-08-26 1918.24 1916.81 1898.2240 1900.495000 -2.271000
2019-08-30 1971.80 1966.41 1911.0440 1909.191667 1.852333
2019-09-03 1956.56 1941.78 1918.7030 1910.794333 7.908667
2019-10-11 1984.30 1977.18 1990.7540 1993.687000 -2.933000
2019-10-14 1964.52 1988.75 1986.5440 1994.431667 -7.887667
2019-10-29 2054.14 2042.80 2000.5570 2000.552333 0.004667
2019-10-30 2035.53 2049.55 2005.9625 2000.258333 5.704167
2019-11-15 1873.85 1848.82 1976.3525 1979.168333 -2.815833
2019-11-18 1847.04 1838.03 1967.1420 1975.384000 -8.242000
2019-12-17 2000.00 2001.87 1910.9575 1905.638667 5.318833
2019-12-18 2008.67 1991.51 1918.2680 1904.508000 13.760000
2020-01-29 1924.04 1893.95 2026.8585 2027.292667 -0.434167
2020-01-30 1871.42 1872.09 2017.7765 2023.195000 -5.418500
2020-04-21 1382.81 1342.22 1357.7620 1342.376667 15.385333
2020-04-22 1365.01 1355.00 1362.5385 1335.576667 26.961833
trade_signal signal_change entry_exit
date
2019-01-29 1.0 1.0 0.0
2019-01-30 1.0 0.0 1.0
2019-03-08 0.0 -1.0 0.0
2019-03-11 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-08-23 0.0 -1.0 0.0
2019-08-26 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-10-11 0.0 -1.0 0.0
2019-10-14 0.0 0.0 -1.0
2019-10-29 1.0 1.0 0.0
2019-10-30 1.0 0.0 1.0
2019-11-15 0.0 -1.0 0.0
2019-11-18 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-04-21 1.0 1.0 0.0
2020-04-22 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_015_SlowMA_35_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1746.746 1743.825429 2.920571
2019-01-25 1811.99 1802.20 1762.284 1740.468286 21.815714
2019-03-04 1723.66 1707.82 1788.134 1823.661143 -35.527143
2019-03-05 1715.00 1745.93 1754.174 1825.948000 -71.774000
2019-04-09 1776.75 1794.47 1781.634 1776.674286 4.959714
2019-04-10 1793.85 1806.00 1787.848 1773.240857 14.607143
2019-05-08 1765.01 1751.63 1793.842 1804.047714 -10.205714
2019-05-09 1729.43 1736.03 1779.448 1802.950571 -23.502571
2019-06-12 1804.17 1798.90 1783.360 1774.958857 8.401143
2019-06-13 1802.05 1809.52 1794.292 1773.308571 20.983429
2019-08-05 1819.98 1788.60 1863.548 1877.732857 -14.184857
2019-08-06 1799.20 1786.52 1837.534 1877.878857 -40.344857
2019-08-13 1907.67 1943.19 1908.068 1885.798000 22.270000
2019-08-14 1908.56 1891.19 1921.994 1887.104286 34.889714
2019-09-30 1953.00 1962.61 1973.896 1976.354571 -2.458571
2019-10-01 1977.00 1978.03 1971.374 1978.101429 -6.727429
2019-10-16 2016.80 2027.63 1994.572 1992.643429 1.928571
2019-10-17 2033.00 2028.53 2007.696 1995.115714 12.580286
2019-11-07 1942.20 1849.93 1985.430 1997.860000 -12.430000
2019-11-08 1941.00 1879.19 1954.864 1993.506286 -38.642286
2019-12-13 1960.87 1973.60 1931.676 1927.602000 4.074000
2019-12-16 1983.47 1995.02 1949.522 1925.861714 23.660286
2020-01-24 1998.00 1962.96 2000.332 2014.654000 -14.322000
2020-01-27 1906.41 1908.89 1971.172 2014.292857 -43.120857
2020-04-15 1407.84 1424.61 1417.548 1417.267143 0.280857
2020-04-16 1432.35 1407.40 1424.616 1409.530000 15.086000
2020-06-29 1567.77 1593.22 1607.458 1618.718857 -11.260857
2020-06-30 1583.90 1592.34 1590.506 1623.900000 -33.394000
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-12 1.0 1.0 0.0
2019-06-13 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-30 0.0 -1.0 0.0
2019-10-01 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-04-15 1.0 1.0 0.0
2020-04-16 1.0 0.0 1.0
2020-06-29 0.0 -1.0 0.0
2020-06-30 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_016_SlowMA_35_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1742.129 1739.052857 3.076143
2019-01-29 1816.62 1808.80 1753.721 1736.954571 16.766429
2019-03-06 1748.37 1751.62 1814.508 1827.626286 -13.118286
2019-03-07 1746.50 1725.01 1796.378 1828.389143 -32.011143
2019-04-11 1810.00 1818.59 1780.045 1770.734571 9.310429
2019-04-12 1827.87 1833.07 1788.861 1768.521714 20.339286
2019-05-13 1800.00 1777.26 1799.686 1806.126571 -6.440571
2019-05-14 1787.12 1793.67 1793.554 1807.306000 -13.752000
2019-06-17 1776.00 1781.41 1779.526 1768.241429 11.284571
2019-06-18 1808.38 1808.99 1785.722 1766.317714 19.404286
2019-08-07 1758.40 1821.56 1873.835 1878.238000 -4.403000
2019-08-08 1900.00 1941.01 1875.323 1881.065143 -5.742143
2019-08-19 1944.87 1943.73 1898.864 1893.404000 5.460000
2019-08-20 1942.51 1934.40 1913.652 1894.432000 19.220000
2019-10-03 1936.55 1961.45 1979.138 1980.058857 -0.920857
2019-10-04 1970.64 1983.20 1974.301 1982.302571 -8.001571
2019-10-23 2019.66 2032.23 2009.244 2002.742286 6.501714
2019-10-24 2035.00 2043.75 2017.328 2004.151143 13.176857
2019-11-11 1869.00 1896.04 1984.350 1990.267143 -5.917143
2019-11-12 1901.35 1875.84 1967.654 1986.987143 -19.333143
2019-12-16 1983.47 1995.02 1928.940 1925.861714 3.078286
2019-12-17 2000.00 2001.87 1941.129 1924.285143 16.843857
2020-01-28 1914.67 1917.45 2001.939 2014.670857 -12.731857
2020-01-29 1924.04 1893.95 1984.186 2013.633143 -29.447143
2020-04-20 1462.05 1411.63 1411.069 1396.015429 15.053571
2020-04-21 1382.81 1342.22 1409.623 1384.965143 24.657857
2020-06-30 1583.90 1592.34 1615.665 1623.900000 -8.235000
2020-07-01 1606.05 1658.79 1617.720 1631.696286 -13.976286
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-11 0.0 -1.0 0.0
2019-11-12 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-04-20 1.0 1.0 0.0
2020-04-21 1.0 0.0 1.0
2020-06-30 0.0 -1.0 0.0
2020-07-01 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_017_SlowMA_35_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-31 1820.37 1832.81 1748.321333 1736.697143 11.624190
2019-02-01 1824.05 1836.96 1758.963333 1736.257429 22.705905
2019-03-08 1708.04 1715.82 1825.410000 1829.396286 -3.986286
2019-03-11 1721.69 1709.90 1810.498667 1828.978857 -18.480190
2019-04-12 1827.87 1833.07 1775.718667 1768.521714 7.196952
2019-04-15 1834.00 1846.23 1781.974667 1767.270286 14.704381
2019-05-16 1790.00 1803.31 1808.506000 1809.356286 -0.850286
2019-05-17 1786.37 1787.29 1803.125333 1811.024857 -7.899524
2019-06-20 1862.07 1861.31 1774.286667 1766.856571 7.430095
2019-06-21 1859.36 1880.00 1789.205333 1768.913714 20.291619
2019-08-15 1900.03 1904.67 1888.457333 1889.231429 -0.774095
2019-08-16 1929.00 1922.19 1885.480000 1891.432000 -5.952000
2019-08-22 1962.45 1952.47 1897.729333 1896.734286 0.995048
2019-08-23 1942.98 1898.67 1901.235333 1895.989143 5.246190
2019-10-09 1953.72 1943.33 1977.748667 1983.238571 -5.489905
2019-10-10 1942.69 1962.91 1971.371333 1983.443143 -12.071810
2019-10-28 2053.02 2057.05 2008.712667 2008.525429 0.187238
2019-10-29 2054.14 2042.80 2015.686667 2009.212286 6.474381
2019-11-13 1855.59 1859.09 1982.344000 1983.146000 -0.802000
2019-11-14 1855.39 1865.55 1970.464000 1979.920286 -9.456286
2019-12-17 2000.00 2001.87 1924.910000 1924.285143 0.624857
2019-12-18 2008.67 1991.51 1931.846667 1922.819714 9.026952
2020-01-30 1871.42 1872.09 2002.474667 2012.670286 -10.195619
2020-01-31 1865.93 1830.55 1985.558667 2010.553714 -24.995048
2020-04-23 1354.05 1360.00 1377.239333 1364.960857 12.278476
2020-04-24 1372.39 1362.77 1384.090667 1356.827429 27.263238
2020-07-01 1606.05 1658.79 1623.476000 1631.696286 -8.220286
trade_signal signal_change entry_exit
date
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-08 0.0 -1.0 0.0
2019-03-11 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-16 0.0 -1.0 0.0
2019-05-17 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-08-15 0.0 -1.0 0.0
2019-08-16 0.0 0.0 -1.0
2019-08-22 1.0 1.0 0.0
2019-08-23 1.0 0.0 1.0
2019-10-09 0.0 -1.0 0.0
2019-10-10 0.0 0.0 -1.0
2019-10-28 1.0 1.0 0.0
2019-10-29 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-30 0.0 -1.0 0.0
2020-01-31 0.0 0.0 -1.0
2020-04-23 1.0 1.0 0.0
2020-04-24 1.0 0.0 1.0
2020-07-01 0.0 -1.0 0.0
List the signal change and entry/exit points for SMA_018_SlowMA_35_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-01 1824.05 1836.96 1741.3780 1736.257429 5.120571
2019-02-04 1840.39 1860.99 1748.5500 1736.395714 12.154286
2019-03-12 1709.72 1736.00 1827.2320 1828.285714 -1.053714
2019-03-13 1740.44 1760.71 1820.5030 1829.763714 -9.260714
2019-04-12 1827.87 1833.07 1771.3260 1768.521714 2.804286
2019-04-15 1834.00 1846.23 1775.8210 1767.270286 8.550714
2019-05-21 1762.34 1772.19 1808.6420 1811.604286 -2.962286
2019-05-22 1757.35 1745.02 1802.5290 1811.074857 -8.545857
2019-06-24 1880.97 1870.81 1770.4945 1770.249143 0.245357
2019-06-25 1880.83 1845.47 1778.4780 1771.533714 6.944286
2019-10-14 1964.52 1988.75 1986.5440 1986.722857 -0.178857
2019-10-15 1992.21 2016.39 1983.4915 1989.568000 -6.076500
2019-10-31 2046.08 2048.77 2010.3285 2009.405143 0.923357
2019-11-01 2023.62 2032.02 2012.7695 2008.494286 4.275214
2019-11-15 1873.85 1848.82 1976.3525 1977.193714 -0.841214
2019-11-18 1847.04 1838.03 1967.1420 1973.634286 -6.492286
2019-12-19 1996.00 2003.12 1925.8330 1921.493143 4.339857
2019-12-20 2017.00 2023.26 1933.3305 1920.764286 12.566214
2020-01-31 1865.93 1830.55 2005.5750 2010.553714 -4.978714
2020-02-03 1847.15 1839.03 1994.2525 2008.072286 -13.819786
2020-04-24 1372.39 1362.77 1360.0845 1356.827429 3.257071
2020-04-27 1374.93 1402.99 1367.4765 1350.853143 16.623357
trade_signal signal_change entry_exit
date
2019-02-01 1.0 1.0 0.0
2019-02-04 1.0 0.0 1.0
2019-03-12 0.0 -1.0 0.0
2019-03-13 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-21 0.0 -1.0 0.0
2019-05-22 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-10-14 0.0 -1.0 0.0
2019-10-15 0.0 0.0 -1.0
2019-10-31 1.0 1.0 0.0
2019-11-01 1.0 0.0 1.0
2019-11-15 0.0 -1.0 0.0
2019-11-18 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-31 0.0 -1.0 0.0
2020-02-03 0.0 0.0 -1.0
2020-04-24 1.0 1.0 0.0
2020-04-27 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_019_SlowMA_40_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1762.284 1757.17950 5.10450
2019-01-28 1787.62 1813.60 1772.952 1756.90425 16.04775
2019-03-04 1723.66 1707.82 1788.134 1806.78125 -18.64725
2019-03-05 1715.00 1745.93 1754.174 1807.49075 -53.31675
2019-04-11 1810.00 1818.59 1795.446 1789.48975 5.95625
2019-04-12 1827.87 1833.07 1808.170 1787.75825 20.41175
2019-05-08 1765.01 1751.63 1793.842 1797.96975 -4.12775
2019-05-09 1729.43 1736.03 1779.448 1797.35275 -17.90475
2019-06-13 1802.05 1809.52 1794.292 1783.72700 10.56500
2019-06-14 1808.20 1775.50 1793.734 1782.11975 11.61425
2019-08-05 1819.98 1788.60 1863.548 1867.23300 -3.68500
2019-08-06 1799.20 1786.52 1837.534 1867.36800 -29.83400
2019-08-13 1907.67 1943.19 1908.068 1881.65250 26.41550
2019-08-14 1908.56 1891.19 1921.994 1883.70750 38.28650
2019-10-02 1969.00 1941.44 1960.956 1969.30350 -8.34750
2019-10-03 1936.55 1961.45 1957.556 1972.80075 -15.24475
2019-10-16 2016.80 2027.63 1994.572 1984.65525 9.91675
2019-10-17 2033.00 2028.53 2007.696 1986.47475 21.22125
2019-11-07 1942.20 1849.93 1985.430 2006.40825 -20.97825
2019-11-08 1941.00 1879.19 1954.864 2001.79050 -46.92650
2019-12-16 1983.47 1995.02 1949.522 1939.55900 9.96300
2019-12-17 2000.00 2001.87 1968.970 1939.04975 29.92025
2020-01-27 1906.41 1908.89 1971.172 1999.91700 -28.74500
2020-01-28 1914.67 1917.45 1956.548 2000.19200 -43.64400
2020-04-29 1487.83 1520.53 1417.122 1380.78425 36.33775
2020-04-30 1514.53 1480.57 1441.236 1374.49525 66.74075
2020-06-30 1583.90 1592.34 1590.506 1597.35875 -6.85275
2020-07-01 1606.05 1658.79 1600.198 1603.99850 -3.80050
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-10-02 0.0 -1.0 0.0
2019-10-03 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-06-30 0.0 -1.0 0.0
2020-07-01 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_020_SlowMA_40_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-30 1825.33 1818.70 1765.760 1754.22675 11.53325
2019-01-31 1820.37 1832.81 1780.984 1752.75000 28.23400
2019-03-07 1746.50 1725.01 1796.378 1809.43800 -13.06000
2019-03-08 1708.04 1715.82 1776.908 1811.09625 -34.18825
2019-04-12 1827.87 1833.07 1788.861 1787.75825 1.10275
2019-04-15 1834.00 1846.23 1797.561 1785.57475 11.98625
2019-05-13 1800.00 1777.26 1799.686 1800.12925 -0.44325
2019-05-14 1787.12 1793.67 1793.554 1801.06275 -7.50875
2019-06-18 1808.38 1808.99 1785.722 1779.66775 6.05425
2019-06-19 1812.00 1842.06 1793.428 1778.52600 14.90200
2019-08-09 1926.54 1917.69 1870.407 1874.07325 -3.66625
2019-08-12 1900.44 1916.89 1870.141 1877.60800 -7.46700
2019-08-19 1944.87 1943.73 1898.864 1888.38800 10.47600
2019-08-20 1942.51 1934.40 1913.652 1889.97775 23.67425
2019-10-07 1971.01 1951.56 1968.516 1974.70225 -6.18625
2019-10-08 1937.05 1938.19 1963.271 1975.23475 -11.96375
2019-10-21 2022.68 2022.24 1991.868 1991.09050 0.77750
2019-10-22 2029.04 2023.05 2000.354 1993.74650 6.60750
2019-11-08 1941.00 1879.19 2000.451 2001.79050 -1.33950
2019-11-11 1869.00 1896.04 1984.350 1997.36775 -13.01775
2019-12-17 2000.00 2001.87 1941.129 1939.04975 2.07925
2019-12-18 2008.67 1991.51 1948.127 1938.26125 9.86575
2020-01-29 1924.04 1893.95 1984.186 1999.94000 -15.75400
2020-01-30 1871.42 1872.09 1964.879 1999.63125 -34.75225
2020-04-24 1372.39 1362.77 1400.493 1399.40475 1.08825
2020-04-27 1374.93 1402.99 1398.691 1392.08800 6.60300
trade_signal signal_change entry_exit
date
2019-01-30 1.0 1.0 0.0
2019-01-31 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-18 1.0 1.0 0.0
2019-06-19 1.0 0.0 1.0
2019-08-09 0.0 -1.0 0.0
2019-08-12 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-07 0.0 -1.0 0.0
2019-10-08 0.0 0.0 -1.0
2019-10-21 1.0 1.0 0.0
2019-10-22 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-04-24 1.0 1.0 0.0
2020-04-27 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_021_SlowMA_40_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-01 1824.05 1836.96 1758.963333 1750.68150 8.281833
2019-02-04 1840.39 1860.99 1771.970000 1750.62775 21.342250
2019-03-11 1721.69 1709.90 1810.498667 1811.91050 -1.411833
2019-03-12 1709.72 1736.00 1797.198667 1813.66325 -16.464583
2019-04-16 1851.80 1841.70 1786.830000 1783.22975 3.600250
2019-04-17 1848.63 1839.79 1792.675333 1781.07025 11.605083
2019-05-20 1769.73 1752.23 1794.852667 1803.50900 -8.656333
2019-05-21 1762.34 1772.19 1789.332667 1804.00400 -14.671333
2019-06-21 1859.36 1880.00 1789.205333 1778.72025 10.485083
2019-06-24 1880.97 1870.81 1803.895333 1778.79050 25.104833
2019-08-16 1929.00 1922.19 1885.480000 1886.79475 -1.314750
2019-08-19 1944.87 1943.73 1887.092000 1888.38800 -1.296000
2019-08-21 1945.69 1955.75 1892.888667 1892.73475 0.153917
2019-08-22 1962.45 1952.47 1897.729333 1895.79100 1.938333
2019-10-10 1942.69 1962.91 1971.371333 1977.03125 -5.659917
2019-10-11 1984.30 1977.18 1967.745333 1978.84400 -11.098667
2019-10-25 2020.13 2055.93 2001.680000 2001.56600 0.114000
2019-10-28 2053.02 2057.05 2008.712667 2003.83200 4.880667
2019-11-13 1855.59 1859.09 1982.344000 1987.34575 -5.001750
2019-11-14 1855.39 1865.55 1970.464000 1982.52025 -12.056250
2019-12-19 1996.00 2003.12 1938.291333 1937.53350 0.757833
2019-12-20 2017.00 2023.26 1946.240000 1937.02125 9.218750
2020-01-31 1865.93 1830.55 1985.558667 1998.39550 -12.836833
2020-02-03 1847.15 1839.03 1969.034000 1996.33300 -27.299000
2020-04-27 1374.93 1402.99 1395.578000 1392.08800 3.490000
2020-04-28 1434.20 1439.32 1401.087333 1384.84650 16.240833
trade_signal signal_change entry_exit
date
2019-02-01 1.0 1.0 0.0
2019-02-04 1.0 0.0 1.0
2019-03-11 0.0 -1.0 0.0
2019-03-12 0.0 0.0 -1.0
2019-04-16 1.0 1.0 0.0
2019-04-17 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-08-16 0.0 -1.0 0.0
2019-08-19 0.0 0.0 -1.0
2019-08-21 1.0 1.0 0.0
2019-08-22 1.0 0.0 1.0
2019-10-10 0.0 -1.0 0.0
2019-10-11 0.0 0.0 -1.0
2019-10-25 1.0 1.0 0.0
2019-10-28 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-31 0.0 -1.0 0.0
2020-02-03 0.0 0.0 -1.0
2020-04-27 1.0 1.0 0.0
2020-04-28 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_022_SlowMA_40_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-05 1887.53 1902.26 1758.0720 1751.12825 6.94375
2019-02-06 1895.94 1906.93 1769.0725 1752.93875 16.13375
2019-03-14 1768.83 1743.88 1811.6985 1816.49825 -4.79975
2019-03-15 1751.79 1752.17 1804.1905 1818.28825 -14.09775
2019-04-17 1848.63 1839.79 1782.9725 1781.07025 1.90225
2019-04-18 1847.64 1844.31 1786.4700 1779.52025 6.94975
2019-05-22 1757.35 1745.02 1802.5290 1803.40775 -0.87875
2019-05-23 1746.95 1716.93 1795.0625 1802.52825 -7.46575
2019-06-25 1880.83 1845.47 1778.4780 1778.01925 0.45875
2019-06-26 1848.30 1830.22 1785.6930 1777.40000 8.29300
2019-08-27 1921.74 1919.99 1898.3940 1898.72025 -0.32625
2019-08-28 1911.80 1942.00 1901.1635 1899.57050 1.59300
2019-08-29 1966.43 1957.14 1905.0275 1900.50775 4.51975
2019-10-16 2016.80 2027.63 1981.9545 1984.65525 -2.70075
2019-10-17 2033.00 2028.53 1980.4525 1986.47475 -6.02225
2019-10-31 2046.08 2048.77 2010.3285 2009.98475 0.34375
2019-11-01 2023.62 2032.02 2012.7695 2011.59450 1.17500
2019-11-15 1873.85 1848.82 1976.3525 1977.95150 -1.59900
2019-11-18 1847.04 1838.03 1967.1420 1973.66700 -6.52500
2019-12-23 2026.01 2032.10 1941.0590 1936.42550 4.63350
2019-12-24 2032.24 2044.00 1948.3820 1936.09925 12.28275
2020-02-03 1847.15 1839.03 1994.2525 1996.33300 -2.08050
2020-02-04 1857.06 1864.51 1985.1080 1995.34025 -10.23225
2020-04-29 1487.83 1520.53 1382.7915 1380.78425 2.00725
2020-04-30 1514.53 1480.57 1393.2385 1374.49525 18.74325
trade_signal signal_change entry_exit
date
2019-02-05 1.0 1.0 0.0
2019-02-06 1.0 0.0 1.0
2019-03-14 0.0 -1.0 0.0
2019-03-15 0.0 0.0 -1.0
2019-04-17 1.0 1.0 0.0
2019-04-18 1.0 0.0 1.0
2019-05-22 0.0 -1.0 0.0
2019-05-23 0.0 0.0 -1.0
2019-06-25 1.0 1.0 0.0
2019-06-26 1.0 0.0 1.0
2019-08-27 0.0 -1.0 0.0
2019-08-28 1.0 1.0 -1.0
2019-08-29 1.0 0.0 1.0
2019-10-16 0.0 -1.0 0.0
2019-10-17 0.0 0.0 -1.0
2019-10-31 1.0 1.0 0.0
2019-11-01 1.0 0.0 1.0
2019-11-15 0.0 -1.0 0.0
2019-11-18 0.0 0.0 -1.0
2019-12-23 1.0 1.0 0.0
2019-12-24 1.0 0.0 1.0
2020-02-03 0.0 -1.0 0.0
2020-02-04 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_023_SlowMA_45_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1762.284 1758.767333 3.516667
2019-01-28 1787.62 1813.60 1772.952 1759.514000 13.438000
2019-03-04 1723.66 1707.82 1788.134 1795.824889 -7.690889
2019-03-05 1715.00 1745.93 1754.174 1796.450000 -42.276000
2019-04-12 1827.87 1833.07 1808.170 1799.200222 8.969778
2019-04-15 1834.00 1846.23 1819.672 1798.647778 21.024222
2019-05-09 1729.43 1736.03 1779.448 1789.812222 -10.364222
2019-05-10 1825.00 1829.85 1780.604 1792.142000 -11.538000
2019-05-16 1790.00 1803.31 1798.704 1797.502889 1.201111
2019-05-17 1786.37 1787.29 1790.192 1798.467556 -8.275556
2019-05-20 1769.73 1752.23 1785.186 1798.468889 -13.282889
2019-06-13 1802.05 1809.52 1794.292 1788.770444 5.521556
2019-06-14 1808.20 1775.50 1793.734 1788.092667 5.641333
2019-08-06 1799.20 1786.52 1837.534 1856.022667 -18.488667
2019-08-07 1758.40 1821.56 1824.524 1857.678889 -33.154889
2019-08-12 1900.44 1916.89 1876.734 1868.288667 8.445333
2019-08-13 1907.67 1943.19 1908.068 1871.890222 36.177778
2019-10-08 1937.05 1938.19 1955.168 1964.290222 -9.122222
2019-10-09 1953.72 1943.33 1955.546 1967.774889 -12.228889
2019-10-15 1992.21 2016.39 1977.712 1975.510000 2.202000
2019-10-16 2016.80 2027.63 1994.572 1977.386444 17.185556
2019-11-07 1942.20 1849.93 1985.430 2007.256444 -21.826444
2019-11-08 1941.00 1879.19 1954.864 2005.291111 -50.427111
2019-12-16 1983.47 1995.02 1949.522 1947.937556 1.584444
2019-12-17 2000.00 2001.87 1968.970 1948.229111 20.740889
2020-01-27 1906.41 1908.89 1971.172 1986.318667 -15.146667
2020-01-28 1914.67 1917.45 1956.548 1987.777111 -31.229111
2020-04-29 1487.83 1520.53 1417.122 1415.046222 2.075778
2020-04-30 1514.53 1480.57 1441.236 1410.654444 30.581556
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-05-16 1.0 1.0 0.0
2019-05-17 0.0 -1.0 1.0
2019-05-20 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_024_SlowMA_45_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-30 1825.33 1818.70 1765.760 1762.106667 3.653333
2019-01-31 1820.37 1832.81 1780.984 1763.634000 17.350000
2019-03-07 1746.50 1725.01 1796.378 1797.302889 -0.924889
2019-03-08 1708.04 1715.82 1776.908 1797.172222 -20.264222
2019-04-16 1851.80 1841.70 1805.376 1798.130000 7.246000
2019-04-17 1848.63 1839.79 1811.862 1796.896667 14.965333
2019-05-14 1787.12 1793.67 1793.554 1795.368889 -1.814889
2019-05-15 1778.60 1789.43 1789.545 1796.556222 -7.011222
2019-06-19 1812.00 1842.06 1793.428 1786.638667 6.789333
2019-06-20 1862.07 1861.31 1804.073 1787.074444 16.998556
2019-08-14 1908.56 1891.19 1873.259 1873.836000 -0.577000
2019-08-15 1900.03 1904.67 1875.740 1876.186444 -0.446444
2019-08-16 1929.00 1922.19 1883.351 1878.690222 4.660778
2019-08-19 1944.87 1943.73 1898.864 1882.428667 16.435333
2019-10-08 1937.05 1938.19 1963.271 1964.290222 -1.019222
2019-10-09 1953.72 1943.33 1958.251 1967.774889 -9.523889
2019-10-17 2033.00 2028.53 1981.767 1980.438444 1.328556
2019-10-18 2030.86 2013.53 1984.800 1982.857556 1.942444
2019-11-08 1941.00 1879.19 2000.451 2005.291111 -4.840111
2019-11-11 1869.00 1896.04 1984.350 2003.153111 -18.803111
2019-12-18 2008.67 1991.51 1948.127 1947.676222 0.450778
2019-12-19 1996.00 2003.12 1958.017 1947.131556 10.885444
2020-01-29 1924.04 1893.95 1984.186 1988.235778 -4.049778
2020-01-30 1871.42 1872.09 1964.879 1988.114889 -23.235889
2020-04-30 1514.53 1480.57 1414.590 1410.654444 3.935556
2020-05-01 1442.75 1448.79 1412.382 1405.964222 6.417778
trade_signal signal_change entry_exit
date
2019-01-30 1.0 1.0 0.0
2019-01-31 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-16 1.0 1.0 0.0
2019-04-17 1.0 0.0 1.0
2019-05-14 0.0 -1.0 0.0
2019-05-15 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-08-14 0.0 -1.0 0.0
2019-08-15 0.0 0.0 -1.0
2019-08-16 1.0 1.0 0.0
2019-08-19 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-18 1.0 1.0 0.0
2019-12-19 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-04-30 1.0 1.0 0.0
2020-05-01 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_025_SlowMA_45_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-04 1840.39 1860.99 1771.970000 1765.209556 6.760444
2019-02-05 1887.53 1902.26 1785.928667 1765.938667 19.990000
2019-03-12 1709.72 1736.00 1797.198667 1798.621778 -1.423111
2019-03-13 1740.44 1760.71 1786.168000 1799.708222 -13.540222
2019-04-18 1847.64 1844.31 1800.370000 1795.215333 5.154667
2019-04-22 1833.93 1844.17 1806.987333 1793.922889 13.064444
2019-05-20 1769.73 1752.23 1794.852667 1798.468889 -3.616222
2019-05-21 1762.34 1772.19 1789.332667 1798.821333 -9.488667
2019-06-21 1859.36 1880.00 1789.205333 1787.968000 1.237333
2019-06-24 1880.97 1870.81 1803.895333 1788.556889 15.338444
2019-10-11 1984.30 1977.18 1967.745333 1971.719778 -3.974444
2019-10-14 1964.52 1988.75 1966.368000 1973.298889 -6.930889
2019-10-23 2019.66 2032.23 1991.344667 1989.017556 2.327111
2019-10-24 2035.00 2043.75 1996.831333 1990.973111 5.858222
2019-11-12 1901.35 1875.84 1993.886667 1999.977111 -6.090444
2019-11-13 1855.59 1859.09 1982.344000 1995.731111 -13.387111
2019-12-23 2026.01 2032.10 1956.084000 1947.427111 8.656889
2019-12-24 2032.24 2044.00 1967.018667 1947.910667 19.108000
2020-01-31 1865.93 1830.55 1985.558667 1986.626222 -1.067556
2020-02-03 1847.15 1839.03 1969.034000 1985.550000 -16.516000
2020-04-30 1514.53 1480.57 1417.932000 1410.654444 7.277556
2020-05-01 1442.75 1448.79 1419.808667 1405.964222 13.844444
trade_signal signal_change entry_exit
date
2019-02-04 1.0 1.0 0.0
2019-02-05 1.0 0.0 1.0
2019-03-12 0.0 -1.0 0.0
2019-03-13 0.0 0.0 -1.0
2019-04-18 1.0 1.0 0.0
2019-04-22 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-10-11 0.0 -1.0 0.0
2019-10-14 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-12 0.0 -1.0 0.0
2019-11-13 0.0 0.0 -1.0
2019-12-23 1.0 1.0 0.0
2019-12-24 1.0 0.0 1.0
2020-01-31 0.0 -1.0 0.0
2020-02-03 0.0 0.0 -1.0
2020-04-30 1.0 1.0 0.0
2020-05-01 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_026_SlowMA_45_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-06 1895.94 1906.93 1769.0725 1766.867111 2.205389
2019-02-07 1892.10 1877.06 1780.4510 1766.537778 13.913222
2019-03-18 1757.71 1756.33 1795.3285 1805.011333 -9.682833
2019-03-19 1751.05 1764.03 1786.7550 1807.192222 -20.437222
2019-04-23 1849.23 1887.73 1799.3660 1792.904222 6.461778
2019-04-24 1887.14 1867.28 1804.2865 1791.388222 12.898278
2019-05-23 1746.95 1716.93 1795.0625 1797.121111 -2.058611
2019-05-24 1731.52 1708.48 1787.0865 1795.657111 -8.570611
2019-06-27 1835.00 1845.17 1794.2985 1786.816444 7.482056
2019-06-28 1852.58 1874.71 1805.2230 1787.004222 18.218778
2019-10-18 2030.86 2013.53 1979.5505 1982.857556 -3.307056
2019-10-21 2022.68 2022.24 1980.1920 1985.080889 -4.888889
2019-10-28 2053.02 2057.05 1997.3185 1996.791778 0.526722
2019-10-29 2054.14 2042.80 2000.5570 1999.591556 0.965444
2019-11-13 1855.59 1859.09 1992.7370 1995.731111 -2.994111
2019-11-14 1855.39 1865.55 1984.5880 1991.823111 -7.235111
2019-12-24 2032.24 2044.00 1948.3820 1947.910667 0.471333
2019-12-26 2049.34 2064.32 1957.2250 1948.827778 8.397222
2020-02-05 1898.70 1939.29 1978.6700 1985.401556 -6.731556
2020-02-06 1958.90 1960.90 1973.5700 1987.100667 -13.530667
2020-05-04 1415.73 1413.30 1411.8090 1399.689556 12.119444
2020-05-05 1443.25 1393.20 1413.6350 1392.227778 21.407222
trade_signal signal_change entry_exit
date
2019-02-06 1.0 1.0 0.0
2019-02-07 1.0 0.0 1.0
2019-03-18 0.0 -1.0 0.0
2019-03-19 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-23 0.0 -1.0 0.0
2019-05-24 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-10-18 0.0 -1.0 0.0
2019-10-21 0.0 0.0 -1.0
2019-10-28 1.0 1.0 0.0
2019-10-29 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-24 1.0 1.0 0.0
2019-12-26 1.0 0.0 1.0
2020-02-05 0.0 -1.0 0.0
2020-02-06 0.0 0.0 -1.0
2020-05-04 1.0 1.0 0.0
2020-05-05 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_027_SlowMA_50_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1772.952 1770.0154 2.9366
2019-01-29 1816.62 1808.80 1792.916 1767.9898 24.9262
2019-03-05 1715.00 1745.93 1754.174 1784.3340 -30.1600
2019-03-06 1748.37 1751.62 1723.298 1785.2628 -61.9648
2019-04-12 1827.87 1833.07 1808.170 1806.9642 1.2058
2019-04-15 1834.00 1846.23 1819.672 1807.1496 12.5224
2019-05-09 1729.43 1736.03 1779.448 1783.1608 -3.7128
2019-05-10 1825.00 1829.85 1780.604 1785.8170 -5.2130
2019-05-16 1790.00 1803.31 1798.704 1790.7014 8.0026
2019-05-17 1786.37 1787.29 1790.192 1791.9470 -1.7550
2019-05-20 1769.73 1752.23 1785.186 1792.6752 -7.4892
2019-06-13 1802.05 1809.52 1794.292 1788.0568 6.2352
2019-06-14 1808.20 1775.50 1793.734 1788.0682 5.6658
2019-08-07 1758.40 1821.56 1824.524 1840.1648 -15.6408
2019-08-08 1900.00 1941.01 1836.754 1845.2666 -8.5126
2019-08-09 1926.54 1917.69 1851.076 1850.1592 0.9168
2019-08-12 1900.44 1916.89 1876.734 1855.3726 21.3614
2019-10-10 1942.69 1962.91 1955.838 1956.2768 -0.4388
2019-10-11 1984.30 1977.18 1954.634 1958.2232 -3.5892
2019-10-14 1964.52 1988.75 1962.072 1961.0766 0.9954
2019-10-15 1992.21 2016.39 1977.712 1965.6324 12.0796
2019-11-07 1942.20 1849.93 1985.430 2002.9020 -17.4720
2019-11-08 1941.00 1879.19 1954.864 2001.3430 -46.4790
2019-12-16 1983.47 1995.02 1949.522 1948.6072 0.9148
2019-12-17 2000.00 2001.87 1968.970 1949.6134 19.3566
2020-01-27 1906.41 1908.89 1971.172 1972.8226 -1.6506
2020-01-28 1914.67 1917.45 1956.548 1973.9898 -17.4418
2020-05-01 1442.75 1448.79 1458.440 1441.0856 17.3544
2020-05-04 1415.73 1413.30 1460.502 1430.7772 29.7248
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-05-16 1.0 1.0 0.0
2019-05-17 0.0 -1.0 1.0
2019-05-20 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-10-10 0.0 -1.0 0.0
2019-10-11 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-05-01 1.0 1.0 0.0
2020-05-04 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_028_SlowMA_50_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-31 1820.37 1832.81 1780.984 1765.4752 15.5088
2019-02-01 1824.05 1836.96 1792.229 1765.1080 27.1210
2019-03-08 1708.04 1715.82 1776.908 1789.0750 -12.1670
2019-03-11 1721.69 1709.90 1758.895 1789.2080 -30.3130
2019-04-17 1848.63 1839.79 1811.862 1805.5144 6.3476
2019-04-18 1847.64 1844.31 1818.233 1804.2620 13.9710
2019-05-15 1778.60 1789.43 1789.545 1789.6676 -0.1226
2019-05-16 1790.00 1803.31 1789.076 1790.7014 -1.6254
2019-06-19 1812.00 1842.06 1793.428 1789.9420 3.4860
2019-06-20 1862.07 1861.31 1804.073 1791.2788 12.7942
2019-11-08 1941.00 1879.19 2000.451 2001.3430 -0.8920
2019-11-11 1869.00 1896.04 1984.350 1999.9356 -15.5856
2019-12-19 1996.00 2003.12 1958.017 1951.8756 6.1414
2019-12-20 2017.00 2023.26 1967.316 1953.0826 14.2334
2020-01-30 1871.42 1872.09 1964.879 1975.0232 -10.1442
2020-01-31 1865.93 1830.55 1942.459 1974.8736 -32.4146
2020-05-06 1397.46 1378.91 1420.038 1415.8370 4.2010
2020-05-07 1392.26 1443.91 1428.429 1411.1512 17.2778
trade_signal signal_change entry_exit
date
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-08 0.0 -1.0 0.0
2019-03-11 0.0 0.0 -1.0
2019-04-17 1.0 1.0 0.0
2019-04-18 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-30 0.0 -1.0 0.0
2020-01-31 0.0 0.0 -1.0
2020-05-06 1.0 1.0 0.0
2020-05-07 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_029_SlowMA_50_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-04 1840.39 1860.99 1771.970000 1766.7278 5.242200
2019-02-05 1887.53 1902.26 1785.928667 1769.7644 16.164267
2019-03-13 1740.44 1760.71 1786.168000 1790.4696 -4.301600
2019-03-14 1768.83 1743.88 1775.339333 1790.8988 -15.559467
2019-04-22 1833.93 1844.17 1806.987333 1803.6042 3.383133
2019-04-23 1849.23 1887.73 1815.554000 1803.9370 11.617000
2019-05-21 1762.34 1772.19 1789.332667 1793.9210 -4.588333
2019-05-22 1757.35 1745.02 1783.699333 1794.1014 -10.402067
2019-06-24 1880.97 1870.81 1803.895333 1793.8032 10.092133
2019-06-25 1880.83 1845.47 1810.458000 1794.0512 16.406800
2019-10-16 2016.80 2027.63 1970.358000 1970.4546 -0.096600
2019-10-17 2033.00 2028.53 1973.696667 1974.5940 -0.897333
2019-10-18 2030.86 2013.53 1978.315333 1976.0444 2.270933
2019-10-21 2022.68 2022.24 1982.290667 1978.1354 4.155267
2019-11-12 1901.35 1875.84 1993.886667 1998.6168 -4.730133
2019-11-13 1855.59 1859.09 1982.344000 1996.6228 -14.278800
2019-12-23 2026.01 2032.10 1956.084000 1954.1810 1.903000
2019-12-24 2032.24 2044.00 1967.018667 1955.2860 11.732667
2020-02-03 1847.15 1839.03 1969.034000 1974.7482 -5.714200
2020-02-04 1857.06 1864.51 1954.634667 1975.0020 -20.367333
2020-05-07 1392.26 1443.91 1414.934000 1411.1512 3.782800
2020-05-08 1416.69 1430.83 1412.264667 1406.5708 5.693867
trade_signal signal_change entry_exit
date
2019-02-04 1.0 1.0 0.0
2019-02-05 1.0 0.0 1.0
2019-03-13 0.0 -1.0 0.0
2019-03-14 0.0 0.0 -1.0
2019-04-22 1.0 1.0 0.0
2019-04-23 1.0 0.0 1.0
2019-05-21 0.0 -1.0 0.0
2019-05-22 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-10-16 0.0 -1.0 0.0
2019-10-17 0.0 0.0 -1.0
2019-10-18 1.0 1.0 0.0
2019-10-21 1.0 0.0 1.0
2019-11-12 0.0 -1.0 0.0
2019-11-13 0.0 0.0 -1.0
2019-12-23 1.0 1.0 0.0
2019-12-24 1.0 0.0 1.0
2020-02-03 0.0 -1.0 0.0
2020-02-04 0.0 0.0 -1.0
2020-05-07 1.0 1.0 0.0
2020-05-08 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_030_SlowMA_50_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-07 1892.10 1877.06 1780.4510 1774.9546 5.4964
2019-02-08 1892.37 1871.09 1790.1390 1776.3276 13.8114
2019-03-19 1751.05 1764.03 1786.7550 1794.3020 -7.5470
2019-03-20 1766.78 1774.43 1779.1680 1795.5542 -16.3862
2019-04-24 1887.14 1867.28 1804.2865 1803.9826 0.3039
2019-04-25 1870.65 1866.26 1809.9940 1803.4020 6.5920
2019-05-24 1731.52 1708.48 1787.0865 1792.5178 -5.4313
2019-05-28 1707.59 1685.80 1777.5605 1791.1904 -13.6299
2019-06-27 1835.00 1845.17 1794.2985 1793.8004 0.4981
2019-06-28 1852.58 1874.71 1805.2230 1794.4988 10.7242
2019-11-13 1855.59 1859.09 1992.7370 1996.6228 -3.8858
2019-11-14 1855.39 1865.55 1984.5880 1994.0450 -9.4570
2019-12-26 2049.34 2064.32 1957.2250 1956.2446 0.9804
2019-12-27 2063.00 2072.54 1965.5295 1957.1428 8.3867
2020-02-06 1958.90 1960.90 1973.5700 1977.9890 -4.4190
2020-02-07 1950.23 1909.59 1964.8350 1978.2300 -13.3950
2020-05-07 1392.26 1443.91 1417.3545 1411.1512 6.2033
2020-05-08 1416.69 1430.83 1417.8640 1406.5708 11.2932
trade_signal signal_change entry_exit
date
2019-02-07 1.0 1.0 0.0
2019-02-08 1.0 0.0 1.0
2019-03-19 0.0 -1.0 0.0
2019-03-20 0.0 0.0 -1.0
2019-04-24 1.0 1.0 0.0
2019-04-25 1.0 0.0 1.0
2019-05-24 0.0 -1.0 0.0
2019-05-28 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-26 1.0 1.0 0.0
2019-12-27 1.0 0.0 1.0
2020-02-06 0.0 -1.0 0.0
2020-02-07 0.0 0.0 -1.0
2020-05-07 1.0 1.0 0.0
2020-05-08 1.0 0.0 1.0
In [15]:
if verbose:
for key in model_collection:
graph_data = model_collection[key].copy()
title_string = "Simple Moving Average Crossover Model for " + key
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 4. Back-test Model¶
In [16]:
def trading_portfolio_generation(initial_fund, trading_model):
# Construct a portfolio to track the transactions and returns
portfolio = pd.DataFrame(index=trading_model.index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sold_transaction', 'gain_loss', 'cash_onhand', 'position_value', 'total_position', 'accumu_return'])
portfolio.iloc[0]['trade_action'] = 0
portfolio.iloc[0]['qty_onhand'] = 0
portfolio.iloc[0]['cost_basis'] = 0.00
portfolio.iloc[0]['sold_transaction'] = 0.00
portfolio.iloc[0]['gain_loss'] = 0.00
portfolio.iloc[0]['cash_onhand'] = initial_capital
portfolio.iloc[0]['position_value'] = 0.00
portfolio.iloc[0]['total_position'] = initial_capital
portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_position'] - initial_fund
recent_cost = 0
# The conditional parameters below determine how the trading strategy will be carried out
for i in range(1, len(portfolio)):
if (trading_model.iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
portfolio.iloc[i]['trade_action'] = 1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] - portfolio.iloc[i]['cost_basis']
recent_cost = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
elif (trading_model.iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
portfolio.iloc[i]['trade_action'] = -1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = 0.00
portfolio.iloc[i]['sold_transaction'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'] * -1
portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'])) * -1
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] + portfolio.iloc[i]['sold_transaction']
recent_cost = 0.00
if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
else:
portfolio.iloc[i]['trade_action'] = 0
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand']
portfolio.iloc[i]['position_value'] = trading_model.iloc[i]['close_price'] * portfolio.iloc[i]['qty_onhand']
portfolio.iloc[i]['total_position'] = portfolio.iloc[i]['cash_onhand'] + portfolio.iloc[i]['position_value']
portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_position'] - initial_fund
return portfolio
In [17]:
portfolio_collection = {}
# Build dataframe for reporting model performance summary
performance_summary = pd.DataFrame(columns=['model_name','return_value','return_percent'])
for key in model_collection:
print('Processing portfolio for model:', key)
portfolio_collection[key] = trading_portfolio_generation(initial_capital, model_collection[key])
trade_transactions = portfolio_collection[key][portfolio_collection[key].trade_action != 0]
print(trade_transactions)
print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, portfolio_collection[key].accumu_return[-1]))
if initial_capital != 0:
return_percentage = portfolio_collection[key].accumu_return[-1] / initial_capital * 100
print('Accumulated return percentage based on the initial capital investment: %.2f%%' % (return_percentage))
else:
return_percentage = None
if trade_transactions.iloc[-1]['trade_action'] == 1:
print('The current status of the model is:', 'Holding a position since', trade_transactions.index.tolist()[-1], '\n')
else:
print('The current status of the model is:', 'Waiting to enter since', trade_transactions.index.tolist()[-1], '\n')
performance_summary = performance_summary.append({'model_name': key, 'return_value': portfolio_collection[key].accumu_return[-1],
'return_percent': return_percentage}, ignore_index=True)
Processing portfolio for model: SMA_001_SlowMA_10_FastMA_05
BOUGHT QTY: 1 on 2019-01-18 00:00:00 at the price of 1747.02
SOLD QTY: -1 on 2019-02-27 00:00:00 at the price of 1906.0
BOUGHT QTY: 1 on 2019-03-14 00:00:00 at the price of 1768.83
SOLD QTY: -1 on 2019-03-28 00:00:00 at the price of 1759.99
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 1775.31
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-05-17 00:00:00 at the price of 1786.37
SOLD QTY: -1 on 2019-05-23 00:00:00 at the price of 1746.95
BOUGHT QTY: 1 on 2019-06-07 00:00:00 at the price of 1765.25
SOLD QTY: -1 on 2019-07-12 00:00:00 at the price of 1878.02
BOUGHT QTY: 1 on 2019-07-22 00:00:00 at the price of 1883.65
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-08-29 00:00:00 at the price of 1966.43
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-09-24 00:00:00 at the price of 2012.82
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-05 00:00:00 at the price of 2008.99
BOUGHT QTY: 1 on 2019-11-26 00:00:00 at the price of 1899.7
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 2006.0
BOUGHT QTY: 1 on 2020-02-10 00:00:00 at the price of 1901.69
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-03-30 00:00:00 at the price of 1261.27
SOLD QTY: -1 on 2020-04-06 00:00:00 at the price of 1303.28
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 1424.76
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-08 00:00:00 at the price of 1416.69
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-15 00:00:00 at the price of 1567.66
BOUGHT QTY: 1 on 2020-06-25 00:00:00 at the price of 1585.81
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-18 1 1 1747.02 0 0
2019-02-27 -1 0 0 1906 158.98
2019-03-14 1 1 1768.83 0 0
2019-03-28 -1 0 0 1759.99 -8.84
2019-04-04 1 1 1775.31 0 0
2019-05-03 -1 0 0 1816.17 40.86
2019-05-17 1 1 1786.37 0 0
2019-05-23 -1 0 0 1746.95 -39.42
2019-06-07 1 1 1765.25 0 0
2019-07-12 -1 0 0 1878.02 112.77
2019-07-22 1 1 1883.65 0 0
2019-08-05 -1 0 0 1819.98 -63.67
2019-08-13 1 1 1907.67 0 0
2019-08-29 -1 0 0 1966.43 58.76
2019-09-03 1 1 1956.56 0 0
2019-09-24 -1 0 0 2012.82 56.26
2019-10-16 1 1 2016.8 0 0
2019-11-05 -1 0 0 2008.99 -7.81
2019-11-26 1 1 1899.7 0 0
2020-01-21 -1 0 0 2006 106.3
2020-02-10 1 1 1901.69 0 0
2020-02-25 -1 0 0 1803 -98.69
2020-03-30 1 1 1261.27 0 0
2020-04-06 -1 0 0 1303.28 42.01
2020-04-09 1 1 1424.76 0 0
2020-04-23 -1 0 0 1354.05 -70.71
2020-04-30 1 1 1514.53 0 0
2020-05-08 -1 0 0 1416.69 -97.84
2020-05-19 1 1 1556.29 0 0
2020-06-15 -1 0 0 1567.66 11.37
2020-06-25 1 1 1585.81 0 0
2020-06-26 -1 0 0 1597.3 11.49
cash_onhand position_value total_position accumu_return
date
2019-01-18 -1747.02 1760.26 13.24 13.24
2019-02-27 158.98 0 158.98 158.98
2019-03-14 -1609.85 1743.88 134.03 134.03
2019-03-28 150.14 0 150.14 150.14
2019-04-04 -1625.17 1780.6 155.43 155.43
2019-05-03 191 0 191 191
2019-05-17 -1595.37 1787.29 191.92 191.92
2019-05-23 151.58 0 151.58 151.58
2019-06-07 -1613.67 1778.29 164.62 164.62
2019-07-12 264.35 0 264.35 264.35
2019-07-22 -1619.3 1893.7 274.4 274.4
2019-08-05 200.68 0 200.68 200.68
2019-08-13 -1706.99 1943.19 236.2 236.2
2019-08-29 259.44 0 259.44 259.44
2019-09-03 -1697.12 1941.78 244.66 244.66
2019-09-24 315.7 0 315.7 315.7
2019-10-16 -1701.1 2027.63 326.53 326.53
2019-11-05 307.89 0 307.89 307.89
2019-11-26 -1591.81 1887.46 295.65 295.65
2020-01-21 414.19 0 414.19 414.19
2020-02-10 -1487.5 1886.64 399.14 399.14
2020-02-25 315.5 0 315.5 315.5
2020-03-30 -945.77 1308.23 362.46 362.46
2020-04-06 357.51 0 357.51 357.51
2020-04-09 -1067.25 1420.64 353.39 353.39
2020-04-23 286.8 0 286.8 286.8
2020-04-30 -1227.73 1480.57 252.84 252.84
2020-05-08 188.96 0 188.96 188.96
2020-05-19 -1367.33 1547.56 180.23 180.23
2020-06-15 200.33 0 200.33 200.33
2020-06-25 -1385.48 1615.39 229.91 229.91
2020-06-26 211.82 0 211.82 211.82
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $211.82
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00
Processing portfolio for model: SMA_002_SlowMA_15_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-03-20 00:00:00 at the price of 1766.78
SOLD QTY: -1 on 2019-03-29 00:00:00 at the price of 1736.6
BOUGHT QTY: 1 on 2019-04-01 00:00:00 at the price of 1755.08
SOLD QTY: -1 on 2019-04-02 00:00:00 at the price of 1766.03
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-07-15 00:00:00 at the price of 1881.89
BOUGHT QTY: 1 on 2019-07-25 00:00:00 at the price of 1911.99
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-08-29 00:00:00 at the price of 1966.43
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-09-26 00:00:00 at the price of 1994.08
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-06 00:00:00 at the price of 2018.56
BOUGHT QTY: 1 on 2019-11-27 00:00:00 at the price of 1893.0
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 2006.0
BOUGHT QTY: 1 on 2020-02-12 00:00:00 at the price of 1923.95
SOLD QTY: -1 on 2020-02-26 00:00:00 at the price of 1731.22
BOUGHT QTY: 1 on 2020-03-31 00:00:00 at the price of 1303.01
SOLD QTY: -1 on 2020-04-27 00:00:00 at the price of 1374.93
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-11 00:00:00 at the price of 1427.02
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-16 00:00:00 at the price of 1716.32
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-01 -1 0 0 1708.2 -34.98
2019-03-20 1 1 1766.78 0 0
2019-03-29 -1 0 0 1736.6 -30.18
2019-04-01 1 1 1755.08 0 0
2019-04-02 -1 0 0 1766.03 10.95
2019-04-05 1 1 1788.03 0 0
2019-05-03 -1 0 0 1816.17 28.14
2019-06-10 1 1 1782.57 0 0
2019-07-15 -1 0 0 1881.89 99.32
2019-07-25 1 1 1911.99 0 0
2019-08-05 -1 0 0 1819.98 -92.01
2019-08-14 1 1 1908.56 0 0
2019-08-29 -1 0 0 1966.43 57.87
2019-09-03 1 1 1956.56 0 0
2019-09-26 -1 0 0 1994.08 37.52
2019-10-16 1 1 2016.8 0 0
2019-11-06 -1 0 0 2018.56 1.76
2019-11-27 1 1 1893 0 0
2020-01-21 -1 0 0 2006 113
2020-02-12 1 1 1923.95 0 0
2020-02-26 -1 0 0 1731.22 -192.73
2020-03-31 1 1 1303.01 0 0
2020-04-27 -1 0 0 1374.93 71.92
2020-04-30 1 1 1514.53 0 0
2020-05-11 -1 0 0 1427.02 -87.51
2020-05-20 1 1 1578.52 0 0
2020-06-16 -1 0 0 1716.32 137.8
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-01 -34.98 0 -34.98 -34.98
2019-03-20 -1801.76 1774.43 -27.33 -27.33
2019-03-29 -65.16 0 -65.16 -65.16
2019-04-01 -1820.24 1759.23 -61.01 -61.01
2019-04-02 -54.21 0 -54.21 -54.21
2019-04-05 -1842.24 1769.45 -72.79 -72.79
2019-05-03 -26.07 0 -26.07 -26.07
2019-06-10 -1808.64 1781.12 -27.52 -27.52
2019-07-15 73.25 0 73.25 73.25
2019-07-25 -1838.74 1926.13 87.39 87.39
2019-08-05 -18.76 0 -18.76 -18.76
2019-08-14 -1927.32 1891.19 -36.13 -36.13
2019-08-29 39.11 0 39.11 39.11
2019-09-03 -1917.45 1941.78 24.33 24.33
2019-09-26 76.63 0 76.63 76.63
2019-10-16 -1940.17 2027.63 87.46 87.46
2019-11-06 78.39 0 78.39 78.39
2019-11-27 -1814.61 1906.45 91.84 91.84
2020-01-21 191.39 0 191.39 191.39
2020-02-12 -1732.56 1960.36 227.8 227.8
2020-02-26 -1.34 0 -1.34 -1.34
2020-03-31 -1304.35 1345.32 40.97 40.97
2020-04-27 70.58 0 70.58 70.58
2020-04-30 -1443.95 1480.57 36.62 36.62
2020-05-11 -16.93 0 -16.93 -16.93
2020-05-20 -1595.45 1599.15 3.7 3.7
2020-06-16 120.87 0 120.87 120.87
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $120.87
The current status of the model is: Waiting to enter since 2020-06-16 00:00:00
Processing portfolio for model: SMA_003_SlowMA_15_FastMA_10
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 1640.0
SOLD QTY: -1 on 2019-01-16 00:00:00 at the price of 1693.42
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-03-21 00:00:00 at the price of 1765.8
SOLD QTY: -1 on 2019-04-03 00:00:00 at the price of 1778.47
BOUGHT QTY: 1 on 2019-04-08 00:00:00 at the price of 1767.92
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 1896.03
BOUGHT QTY: 1 on 2019-07-26 00:00:00 at the price of 1940.0
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-03 00:00:00 at the price of 1865.39
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-27 00:00:00 at the price of 1612.98
BOUGHT QTY: 1 on 2020-04-06 00:00:00 at the price of 1303.28
SOLD QTY: -1 on 2020-04-29 00:00:00 at the price of 1487.83
BOUGHT QTY: 1 on 2020-05-06 00:00:00 at the price of 1397.46
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 1609.74
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 1640 0 0
2019-01-16 -1 0 0 1693.42 53.42
2019-01-24 1 1 1748.98 0 0
2019-03-04 -1 0 0 1723.66 -25.32
2019-03-21 1 1 1765.8 0 0
2019-04-03 -1 0 0 1778.47 12.67
2019-04-08 1 1 1767.92 0 0
2019-05-08 -1 0 0 1765.01 -2.91
2019-06-12 1 1 1804.17 0 0
2019-07-19 -1 0 0 1896.03 91.86
2019-07-26 1 1 1940 0 0
2019-08-07 -1 0 0 1758.4 -181.6
2019-08-20 1 1 1942.51 0 0
2019-09-30 -1 0 0 1953 10.49
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-03 1 1 1865.39 0 0
2020-01-23 -1 0 0 1986.24 120.85
2020-02-18 1 1 1972.25 0 0
2020-02-27 -1 0 0 1612.98 -359.27
2020-04-06 1 1 1303.28 0 0
2020-04-29 -1 0 0 1487.83 184.55
2020-05-06 1 1 1397.46 0 0
2020-05-14 -1 0 0 1348.74 -48.72
2020-05-21 1 1 1605 0 0
2020-06-22 -1 0 0 1609.74 4.74
cash_onhand position_value total_position accumu_return
date
2019-01-10 -1640 1677.33 37.33 37.33
2019-01-16 53.42 0 53.42 53.42
2019-01-24 -1695.56 1795.67 100.11 100.11
2019-03-04 28.1 0 28.1 28.1
2019-03-21 -1737.7 1774.36 36.66 36.66
2019-04-03 40.77 0 40.77 40.77
2019-04-08 -1727.15 1788.72 61.57 61.57
2019-05-08 37.86 0 37.86 37.86
2019-06-12 -1766.31 1798.9 32.59 32.59
2019-07-19 129.72 0 129.72 129.72
2019-07-26 -1810.28 1966.85 156.57 156.57
2019-08-07 -51.88 0 -51.88 -51.88
2019-08-20 -1994.39 1934.4 -59.99 -59.99
2019-09-30 -41.39 0 -41.39 -41.39
2019-10-17 -2074.39 2028.53 -45.86 -45.86
2019-11-08 -133.39 0 -133.39 -133.39
2019-12-03 -1998.78 1879.98 -118.8 -118.8
2020-01-23 -12.54 0 -12.54 -12.54
2020-02-18 -1984.79 1976.28 -8.51 -8.51
2020-02-27 -371.81 0 -371.81 -371.81
2020-04-06 -1675.09 1356.68 -318.41 -318.41
2020-04-29 -187.26 0 -187.26 -187.26
2020-05-06 -1584.72 1378.91 -205.81 -205.81
2020-05-14 -235.98 0 -235.98 -235.98
2020-05-21 -1840.98 1595.68 -245.3 -245.3
2020-06-22 -231.24 0 -231.24 -231.24
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-231.24
The current status of the model is: Waiting to enter since 2020-06-22 00:00:00
Processing portfolio for model: SMA_004_SlowMA_20_FastMA_05
BOUGHT QTY: 1 on 2019-01-18 00:00:00 at the price of 1747.02
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-03-26 00:00:00 at the price of 1761.2
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-09-27 00:00:00 at the price of 1969.56
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-03 00:00:00 at the price of 1865.39
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-26 00:00:00 at the price of 1731.22
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 1424.76
SOLD QTY: -1 on 2020-04-28 00:00:00 at the price of 1434.2
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-08 00:00:00 at the price of 1416.69
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-17 00:00:00 at the price of 1677.92
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-18 1 1 1747.02 0 0
2019-03-01 -1 0 0 1708.2 -38.82
2019-03-26 1 1 1761.2 0 0
2019-05-07 -1 0 0 1781.45 20.25
2019-06-11 1 1 1799.5 0 0
2019-08-05 -1 0 0 1819.98 20.48
2019-08-14 1 1 1908.56 0 0
2019-09-27 -1 0 0 1969.56 61
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-03 1 1 1865.39 0 0
2020-01-22 -1 0 0 2004.33 138.94
2020-02-18 1 1 1972.25 0 0
2020-02-26 -1 0 0 1731.22 -241.03
2020-04-09 1 1 1424.76 0 0
2020-04-28 -1 0 0 1434.2 9.44
2020-04-29 1 1 1487.83 0 0
2020-05-08 -1 0 0 1416.69 -71.14
2020-05-19 1 1 1556.29 0 0
2020-06-17 -1 0 0 1677.92 121.63
cash_onhand position_value total_position accumu_return
date
2019-01-18 -1747.02 1760.26 13.24 13.24
2019-03-01 -38.82 0 -38.82 -38.82
2019-03-26 -1800.02 1768.87 -31.15 -31.15
2019-05-07 -18.57 0 -18.57 -18.57
2019-06-11 -1818.07 1803.63 -14.44 -14.44
2019-08-05 1.91 0 1.91 1.91
2019-08-14 -1906.65 1891.19 -15.46 -15.46
2019-09-27 62.91 0 62.91 62.91
2019-10-17 -1970.09 2028.53 58.44 58.44
2019-11-08 -29.09 0 -29.09 -29.09
2019-12-03 -1894.48 1879.98 -14.5 -14.5
2020-01-22 109.85 0 109.85 109.85
2020-02-18 -1862.4 1976.28 113.88 113.88
2020-02-26 -131.18 0 -131.18 -131.18
2020-04-09 -1555.94 1420.64 -135.3 -135.3
2020-04-28 -121.74 0 -121.74 -121.74
2020-04-29 -1609.57 1520.53 -89.04 -89.04
2020-05-08 -192.88 0 -192.88 -192.88
2020-05-19 -1749.17 1547.56 -201.61 -201.61
2020-06-17 -71.25 0 -71.25 -71.25
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-71.25
The current status of the model is: Waiting to enter since 2020-06-17 00:00:00
Processing portfolio for model: SMA_005_SlowMA_20_FastMA_10
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-03-27 00:00:00 at the price of 1768.98
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-07-22 00:00:00 at the price of 1883.65
BOUGHT QTY: 1 on 2019-07-23 00:00:00 at the price of 1898.63
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-02 00:00:00 at the price of 1969.0
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-28 00:00:00 at the price of 1643.64
BOUGHT QTY: 1 on 2020-04-08 00:00:00 at the price of 1382.65
SOLD QTY: -1 on 2020-05-15 00:00:00 at the price of 1377.01
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 1609.74
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-04 -1 0 0 1723.66 -19.52
2019-03-27 1 1 1768.98 0 0
2019-05-09 -1 0 0 1729.43 -39.55
2019-06-14 1 1 1808.2 0 0
2019-07-22 -1 0 0 1883.65 75.45
2019-07-23 1 1 1898.63 0 0
2019-08-08 -1 0 0 1900 1.37
2019-08-20 1 1 1942.51 0 0
2019-10-02 -1 0 0 1969 26.49
2019-10-18 1 1 2030.86 0 0
2019-11-11 -1 0 0 1869 -161.86
2019-12-05 1 1 1929 0 0
2020-01-23 -1 0 0 1986.24 57.24
2020-02-19 1 1 1982.76 0 0
2020-02-28 -1 0 0 1643.64 -339.12
2020-04-08 1 1 1382.65 0 0
2020-05-15 -1 0 0 1377.01 -5.64
2020-05-19 1 1 1556.29 0 0
2020-06-22 -1 0 0 1609.74 53.45
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-04 -19.52 0 -19.52 -19.52
2019-03-27 -1788.5 1752.11 -36.39 -36.39
2019-05-09 -59.07 0 -59.07 -59.07
2019-06-14 -1867.27 1775.5 -91.77 -91.77
2019-07-22 16.38 0 16.38 16.38
2019-07-23 -1882.25 1900.25 18 18
2019-08-08 17.75 0 17.75 17.75
2019-08-20 -1924.76 1934.4 9.64 9.64
2019-10-02 44.24 0 44.24 44.24
2019-10-18 -1986.62 2013.53 26.91 26.91
2019-11-11 -117.62 0 -117.62 -117.62
2019-12-05 -2046.62 1904.22 -142.4 -142.4
2020-01-23 -60.38 0 -60.38 -60.38
2020-02-19 -2043.14 1968.49 -74.65 -74.65
2020-02-28 -399.5 0 -399.5 -399.5
2020-04-08 -1782.15 1372.06 -410.09 -410.09
2020-05-15 -405.14 0 -405.14 -405.14
2020-05-19 -1961.43 1547.56 -413.87 -413.87
2020-06-22 -351.69 0 -351.69 -351.69
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-351.69
The current status of the model is: Waiting to enter since 2020-06-22 00:00:00
Processing portfolio for model: SMA_006_SlowMA_20_FastMA_15
BOUGHT QTY: 1 on 2019-01-17 00:00:00 at the price of 1681.73
SOLD QTY: -1 on 2019-01-25 00:00:00 at the price of 1811.99
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-03-28 00:00:00 at the price of 1759.99
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 1808.38
SOLD QTY: -1 on 2019-07-29 00:00:00 at the price of 1958.78
BOUGHT QTY: 1 on 2019-08-01 00:00:00 at the price of 1885.47
SOLD QTY: -1 on 2019-08-15 00:00:00 at the price of 1900.03
BOUGHT QTY: 1 on 2019-08-26 00:00:00 at the price of 1918.24
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-22 00:00:00 at the price of 2029.04
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-06 00:00:00 at the price of 1923.27
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-24 00:00:00 at the price of 1830.93
SOLD QTY: -1 on 2020-03-02 00:00:00 at the price of 1709.75
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 1413.19
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-13 00:00:00 at the price of 1379.34
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-17 1 1 1681.73 0 0
2019-01-25 -1 0 0 1811.99 130.26
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-03-28 1 1 1759.99 0 0
2019-05-10 -1 0 0 1825 65.01
2019-06-18 1 1 1808.38 0 0
2019-07-29 -1 0 0 1958.78 150.4
2019-08-01 1 1 1885.47 0 0
2019-08-15 -1 0 0 1900.03 14.56
2019-08-26 1 1 1918.24 0 0
2019-10-04 -1 0 0 1970.64 52.4
2019-10-22 1 1 2029.04 0 0
2019-11-11 -1 0 0 1869 -160.04
2019-12-06 1 1 1923.27 0 0
2020-01-24 -1 0 0 1998 74.73
2020-02-24 1 1 1830.93 0 0
2020-03-02 -1 0 0 1709.75 -121.18
2020-04-13 1 1 1413.19 0 0
2020-05-07 -1 0 0 1392.26 -20.93
2020-05-13 1 1 1379.34 0 0
2020-06-26 -1 0 0 1597.3 217.96
cash_onhand position_value total_position accumu_return
date
2019-01-17 -1681.73 1724.51 42.78 42.78
2019-01-25 130.26 0 130.26 130.26
2019-01-28 -1657.36 1813.6 156.24 156.24
2019-03-05 57.64 0 57.64 57.64
2019-03-28 -1702.35 1728.89 26.54 26.54
2019-05-10 122.65 0 122.65 122.65
2019-06-18 -1685.73 1808.99 123.26 123.26
2019-07-29 273.05 0 273.05 273.05
2019-08-01 -1612.42 1879.86 267.44 267.44
2019-08-15 287.61 0 287.61 287.61
2019-08-26 -1630.63 1916.81 286.18 286.18
2019-10-04 340.01 0 340.01 340.01
2019-10-22 -1689.03 2023.05 334.02 334.02
2019-11-11 179.97 0 179.97 179.97
2019-12-06 -1743.3 1930.27 186.97 186.97
2020-01-24 254.7 0 254.7 254.7
2020-02-24 -1576.23 1792.54 216.31 216.31
2020-03-02 133.52 0 133.52 133.52
2020-04-13 -1279.67 1421.01 141.34 141.34
2020-05-07 112.59 0 112.59 112.59
2020-05-13 -1266.75 1366.07 99.32 99.32
2020-06-26 330.55 0 330.55 330.55
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $330.55
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00
Processing portfolio for model: SMA_007_SlowMA_25_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-09 00:00:00 at the price of 1928.08
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 1413.19
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-18 00:00:00 at the price of 1622.4
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-01 -1 0 0 1708.2 -34.98
2019-04-03 1 1 1778.47 0 0
2019-05-07 -1 0 0 1781.45 2.98
2019-06-11 1 1 1799.5 0 0
2019-08-05 -1 0 0 1819.98 20.48
2019-08-14 1 1 1908.56 0 0
2019-09-30 -1 0 0 1953 44.44
2019-10-18 1 1 2030.86 0 0
2019-11-08 -1 0 0 1941 -89.86
2019-12-09 1 1 1928.08 0 0
2020-01-23 -1 0 0 1986.24 58.16
2020-02-19 1 1 1982.76 0 0
2020-02-25 -1 0 0 1803 -179.76
2020-04-13 1 1 1413.19 0 0
2020-05-12 -1 0 0 1401.09 -12.1
2020-05-20 1 1 1578.52 0 0
2020-06-18 -1 0 0 1622.4 43.88
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-01 -34.98 0 -34.98 -34.98
2019-04-03 -1813.45 1774.93 -38.52 -38.52
2019-05-07 -32 0 -32 -32
2019-06-11 -1831.5 1803.63 -27.87 -27.87
2019-08-05 -11.52 0 -11.52 -11.52
2019-08-14 -1920.08 1891.19 -28.89 -28.89
2019-09-30 32.92 0 32.92 32.92
2019-10-18 -1997.94 2013.53 15.59 15.59
2019-11-08 -56.94 0 -56.94 -56.94
2019-12-09 -1985.02 1905.79 -79.23 -79.23
2020-01-23 1.22 0 1.22 1.22
2020-02-19 -1981.54 1968.49 -13.05 -13.05
2020-02-25 -178.54 0 -178.54 -178.54
2020-04-13 -1591.73 1421.01 -170.72 -170.72
2020-05-12 -190.64 0 -190.64 -190.64
2020-05-20 -1769.16 1599.15 -170.01 -170.01
2020-06-18 -146.76 0 -146.76 -146.76
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-146.76
The current status of the model is: Waiting to enter since 2020-06-18 00:00:00
Processing portfolio for model: SMA_008_SlowMA_25_FastMA_10
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-23 00:00:00 at the price of 2019.66
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-10 00:00:00 at the price of 1902.4
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-21 00:00:00 at the price of 1965.0
SOLD QTY: -1 on 2020-02-27 00:00:00 at the price of 1612.98
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-05-15 00:00:00 at the price of 1377.01
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-23 00:00:00 at the price of 1652.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-05 -1 0 0 1715 -96.99
2019-04-03 1 1 1778.47 0 0
2019-05-10 -1 0 0 1825 46.53
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-20 1 1 1942.51 0 0
2019-10-03 -1 0 0 1936.55 -5.96
2019-10-23 1 1 2019.66 0 0
2019-11-11 -1 0 0 1869 -150.66
2019-12-10 1 1 1902.4 0 0
2020-01-27 -1 0 0 1906.41 4.01
2020-02-21 1 1 1965 0 0
2020-02-27 -1 0 0 1612.98 -352.02
2020-04-14 1 1 1460.09 0 0
2020-05-15 -1 0 0 1377.01 -83.08
2020-05-20 1 1 1578.52 0 0
2020-06-23 -1 0 0 1652.3 73.78
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-05 -96.99 0 -96.99 -96.99
2019-04-03 -1875.46 1774.93 -100.53 -100.53
2019-05-10 -50.46 0 -50.46 -50.46
2019-06-14 -1858.66 1775.5 -83.16 -83.16
2019-08-07 -100.26 0 -100.26 -100.26
2019-08-20 -2042.77 1934.4 -108.37 -108.37
2019-10-03 -106.22 0 -106.22 -106.22
2019-10-23 -2125.88 2032.23 -93.65 -93.65
2019-11-11 -256.88 0 -256.88 -256.88
2019-12-10 -2159.28 1904.63 -254.65 -254.65
2020-01-27 -252.87 0 -252.87 -252.87
2020-02-21 -2217.87 1928.72 -289.15 -289.15
2020-02-27 -604.89 0 -604.89 -604.89
2020-04-14 -2064.98 1449.42 -615.56 -615.56
2020-05-15 -687.97 0 -687.97 -687.97
2020-05-20 -2266.49 1599.15 -667.34 -667.34
2020-06-23 -614.19 0 -614.19 -614.19
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-614.19
The current status of the model is: Waiting to enter since 2020-06-23 00:00:00
Processing portfolio for model: SMA_009_SlowMA_25_FastMA_15
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-08-16 00:00:00 at the price of 1929.0
BOUGHT QTY: 1 on 2019-08-27 00:00:00 at the price of 1921.74
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-12 00:00:00 at the price of 1930.85
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 1407.84
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-07 -1 0 0 1746.5 -65.49
2019-04-03 1 1 1778.47 0 0
2019-05-14 -1 0 0 1787.12 8.65
2019-06-20 1 1 1862.07 0 0
2019-08-06 -1 0 0 1799.2 -62.87
2019-08-09 1 1 1926.54 0 0
2019-08-16 -1 0 0 1929 2.46
2019-08-27 1 1 1921.74 0 0
2019-10-08 -1 0 0 1937.05 15.31
2019-10-24 1 1 2035 0 0
2019-11-13 -1 0 0 1855.59 -179.41
2019-12-12 1 1 1930.85 0 0
2020-01-28 -1 0 0 1914.67 -16.18
2020-04-15 1 1 1407.84 0 0
2020-06-26 -1 0 0 1597.3 189.46
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-07 -65.49 0 -65.49 -65.49
2019-04-03 -1843.96 1774.93 -69.03 -69.03
2019-05-14 -56.84 0 -56.84 -56.84
2019-06-20 -1918.91 1861.31 -57.6 -57.6
2019-08-06 -119.71 0 -119.71 -119.71
2019-08-09 -2046.25 1917.69 -128.56 -128.56
2019-08-16 -117.25 0 -117.25 -117.25
2019-08-27 -2038.99 1919.99 -119 -119
2019-10-08 -101.94 0 -101.94 -101.94
2019-10-24 -2136.94 2043.75 -93.19 -93.19
2019-11-13 -281.35 0 -281.35 -281.35
2019-12-12 -2212.2 1948.48 -263.72 -263.72
2020-01-28 -297.53 0 -297.53 -297.53
2020-04-15 -1705.37 1424.61 -280.76 -280.76
2020-06-26 -108.07 0 -108.07 -108.07
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-108.07
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00
Processing portfolio for model: SMA_010_SlowMA_25_FastMA_20
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 1775.31
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 1880.97
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-08-23 00:00:00 at the price of 1942.98
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-28 00:00:00 at the price of 2053.02
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-04-17 00:00:00 at the price of 1469.0
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
BOUGHT QTY: 1 on 2020-07-01 00:00:00 at the price of 1606.05
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-08 -1 0 0 1708.04 -103.95
2019-04-04 1 1 1775.31 0 0
2019-05-16 -1 0 0 1790 14.69
2019-06-24 1 1 1880.97 0 0
2019-08-05 -1 0 0 1819.98 -60.99
2019-08-12 1 1 1900.44 0 0
2019-08-23 -1 0 0 1942.98 42.54
2019-09-03 1 1 1956.56 0 0
2019-10-10 -1 0 0 1942.69 -13.87
2019-10-28 1 1 2053.02 0 0
2019-11-14 -1 0 0 1855.39 -197.63
2019-12-13 1 1 1960.87 0 0
2020-01-29 -1 0 0 1924.04 -36.83
2020-04-17 1 1 1469 0 0
2020-05-14 -1 0 0 1348.74 -120.26
2020-05-20 1 1 1578.52 0 0
2020-06-30 -1 0 0 1583.9 5.38
2020-07-01 1 1 1606.05 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-08 -103.95 0 -103.95 -103.95
2019-04-04 -1879.26 1780.6 -98.66 -98.66
2019-05-16 -89.26 0 -89.26 -89.26
2019-06-24 -1970.23 1870.81 -99.42 -99.42
2019-08-05 -150.25 0 -150.25 -150.25
2019-08-12 -2050.69 1916.89 -133.8 -133.8
2019-08-23 -107.71 0 -107.71 -107.71
2019-09-03 -2064.27 1941.78 -122.49 -122.49
2019-10-10 -121.58 0 -121.58 -121.58
2019-10-28 -2174.6 2057.05 -117.55 -117.55
2019-11-14 -319.21 0 -319.21 -319.21
2019-12-13 -2280.08 1973.6 -306.48 -306.48
2020-01-29 -356.04 0 -356.04 -356.04
2020-04-17 -1825.04 1470.87 -354.17 -354.17
2020-05-14 -476.3 0 -476.3 -476.3
2020-05-20 -2054.82 1599.15 -455.67 -455.67
2020-06-30 -470.92 0 -470.92 -470.92
2020-07-01 -2076.97 1658.79 -418.18 -418.18
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-418.18
The current status of the model is: Holding a position since 2020-07-01 00:00:00
Processing portfolio for model: SMA_011_SlowMA_30_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-08 00:00:00 at the price of 1767.92
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-12 00:00:00 at the price of 1930.85
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-21 00:00:00 at the price of 1965.0
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 1407.84
SOLD QTY: -1 on 2020-05-15 00:00:00 at the price of 1377.01
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-04 -1 0 0 1723.66 -88.33
2019-04-08 1 1 1767.92 0 0
2019-05-08 -1 0 0 1765.01 -2.91
2019-06-11 1 1 1799.5 0 0
2019-08-06 -1 0 0 1799.2 -0.3
2019-08-14 1 1 1908.56 0 0
2019-09-30 -1 0 0 1953 44.44
2019-10-18 1 1 2030.86 0 0
2019-11-08 -1 0 0 1941 -89.86
2019-12-12 1 1 1930.85 0 0
2020-01-24 -1 0 0 1998 67.15
2020-02-21 1 1 1965 0 0
2020-02-25 -1 0 0 1803 -162
2020-04-15 1 1 1407.84 0 0
2020-05-15 -1 0 0 1377.01 -30.83
2020-05-19 1 1 1556.29 0 0
2020-06-25 -1 0 0 1585.81 29.52
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-04 -88.33 0 -88.33 -88.33
2019-04-08 -1856.25 1788.72 -67.53 -67.53
2019-05-08 -91.24 0 -91.24 -91.24
2019-06-11 -1890.74 1803.63 -87.11 -87.11
2019-08-06 -91.54 0 -91.54 -91.54
2019-08-14 -2000.1 1891.19 -108.91 -108.91
2019-09-30 -47.1 0 -47.1 -47.1
2019-10-18 -2077.96 2013.53 -64.43 -64.43
2019-11-08 -136.96 0 -136.96 -136.96
2019-12-12 -2067.81 1948.48 -119.33 -119.33
2020-01-24 -69.81 0 -69.81 -69.81
2020-02-21 -2034.81 1928.72 -106.09 -106.09
2020-02-25 -231.81 0 -231.81 -231.81
2020-04-15 -1639.65 1424.61 -215.04 -215.04
2020-05-15 -262.64 0 -262.64 -262.64
2020-05-19 -1818.93 1547.56 -271.37 -271.37
2020-06-25 -233.12 0 -233.12 -233.12
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-233.12
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00
Processing portfolio for model: SMA_012_SlowMA_30_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-13 00:00:00 at the price of 1800.0
BOUGHT QTY: 1 on 2019-06-17 00:00:00 at the price of 1776.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-17 00:00:00 at the price of 1469.0
SOLD QTY: -1 on 2020-05-18 00:00:00 at the price of 1430.0
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-06 -1 0 0 1748.37 -39.25
2019-04-09 1 1 1776.75 0 0
2019-05-13 -1 0 0 1800 23.25
2019-06-17 1 1 1776 0 0
2019-08-08 -1 0 0 1900 124
2019-08-20 1 1 1942.51 0 0
2019-10-04 -1 0 0 1970.64 28.13
2019-10-24 1 1 2035 0 0
2019-11-12 -1 0 0 1901.35 -133.65
2019-12-13 1 1 1960.87 0 0
2020-01-28 -1 0 0 1914.67 -46.2
2020-04-17 1 1 1469 0 0
2020-05-18 -1 0 0 1430 -39
2020-05-19 1 1 1556.29 0 0
2020-06-25 -1 0 0 1585.81 29.52
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-06 -39.25 0 -39.25 -39.25
2019-04-09 -1816 1794.47 -21.53 -21.53
2019-05-13 -16 0 -16 -16
2019-06-17 -1792 1781.41 -10.59 -10.59
2019-08-08 108 0 108 108
2019-08-20 -1834.51 1934.4 99.89 99.89
2019-10-04 136.13 0 136.13 136.13
2019-10-24 -1898.87 2043.75 144.88 144.88
2019-11-12 2.48 0 2.48 2.48
2019-12-13 -1958.39 1973.6 15.21 15.21
2020-01-28 -43.72 0 -43.72 -43.72
2020-04-17 -1512.72 1470.87 -41.85 -41.85
2020-05-18 -82.72 0 -82.72 -82.72
2020-05-19 -1639.01 1547.56 -91.45 -91.45
2020-06-25 -53.2 0 -53.2 -53.2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-53.20
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00
Processing portfolio for model: SMA_013_SlowMA_30_FastMA_15
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-08-09 00:00:00 at the price of 1926.54
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-08-16 00:00:00 at the price of 1929.0
BOUGHT QTY: 1 on 2019-08-26 00:00:00 at the price of 1918.24
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-29 00:00:00 at the price of 2054.14
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-04-20 00:00:00 at the price of 1462.05
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-08 -1 0 0 1708.04 -108.58
2019-04-09 1 1 1776.75 0 0
2019-05-16 -1 0 0 1790 13.25
2019-06-20 1 1 1862.07 0 0
2019-08-09 -1 0 0 1926.54 64.47
2019-08-13 1 1 1907.67 0 0
2019-08-16 -1 0 0 1929 21.33
2019-08-26 1 1 1918.24 0 0
2019-10-09 -1 0 0 1953.72 35.48
2019-10-29 1 1 2054.14 0 0
2019-11-14 -1 0 0 1855.39 -198.75
2019-12-16 1 1 1983.47 0 0
2020-01-29 -1 0 0 1924.04 -59.43
2020-04-20 1 1 1462.05 0 0
2020-06-30 -1 0 0 1583.9 121.85
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-08 -108.58 0 -108.58 -108.58
2019-04-09 -1885.33 1794.47 -90.86 -90.86
2019-05-16 -95.33 0 -95.33 -95.33
2019-06-20 -1957.4 1861.31 -96.09 -96.09
2019-08-09 -30.86 0 -30.86 -30.86
2019-08-13 -1938.53 1943.19 4.66 4.66
2019-08-16 -9.53 0 -9.53 -9.53
2019-08-26 -1927.77 1916.81 -10.96 -10.96
2019-10-09 25.95 0 25.95 25.95
2019-10-29 -2028.19 2042.8 14.61 14.61
2019-11-14 -172.8 0 -172.8 -172.8
2019-12-16 -2156.27 1995.02 -161.25 -161.25
2020-01-29 -232.23 0 -232.23 -232.23
2020-04-20 -1694.28 1411.63 -282.65 -282.65
2020-06-30 -110.38 0 -110.38 -110.38
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-110.38
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00
Processing portfolio for model: SMA_014_SlowMA_30_FastMA_20
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-11 00:00:00 at the price of 1721.69
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 1762.34
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 1880.83
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-08-26 00:00:00 at the price of 1918.24
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-10-14 00:00:00 at the price of 1964.52
BOUGHT QTY: 1 on 2019-10-30 00:00:00 at the price of 2035.53
SOLD QTY: -1 on 2019-11-18 00:00:00 at the price of 1847.04
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-04-22 00:00:00 at the price of 1365.01
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-30 1 1 1825.33 0 0
2019-03-11 -1 0 0 1721.69 -103.64
2019-04-10 1 1 1793.85 0 0
2019-05-21 -1 0 0 1762.34 -31.51
2019-06-25 1 1 1880.83 0 0
2019-08-08 -1 0 0 1900 19.17
2019-08-14 1 1 1908.56 0 0
2019-08-26 -1 0 0 1918.24 9.68
2019-09-03 1 1 1956.56 0 0
2019-10-14 -1 0 0 1964.52 7.96
2019-10-30 1 1 2035.53 0 0
2019-11-18 -1 0 0 1847.04 -188.49
2019-12-18 1 1 2008.67 0 0
2020-01-30 -1 0 0 1871.42 -137.25
2020-04-22 1 1 1365.01 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-30 -1825.33 1818.7 -6.63 -6.63
2019-03-11 -103.64 0 -103.64 -103.64
2019-04-10 -1897.49 1806 -91.49 -91.49
2019-05-21 -135.15 0 -135.15 -135.15
2019-06-25 -2015.98 1845.47 -170.51 -170.51
2019-08-08 -115.98 0 -115.98 -115.98
2019-08-14 -2024.54 1891.19 -133.35 -133.35
2019-08-26 -106.3 0 -106.3 -106.3
2019-09-03 -2062.86 1941.78 -121.08 -121.08
2019-10-14 -98.34 0 -98.34 -98.34
2019-10-30 -2133.87 2049.55 -84.32 -84.32
2019-11-18 -286.83 0 -286.83 -286.83
2019-12-18 -2295.5 1991.51 -303.99 -303.99
2020-01-30 -424.08 0 -424.08 -424.08
2020-04-22 -1789.09 1355 -434.09 -434.09
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-130.30
The current status of the model is: Holding a position since 2020-04-22 00:00:00
Processing portfolio for model: SMA_015_SlowMA_35_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-04-16 00:00:00 at the price of 1432.35
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-05 -1 0 0 1715 -96.99
2019-04-10 1 1 1793.85 0 0
2019-05-09 -1 0 0 1729.43 -64.42
2019-06-13 1 1 1802.05 0 0
2019-08-06 -1 0 0 1799.2 -2.85
2019-08-14 1 1 1908.56 0 0
2019-10-01 -1 0 0 1977 68.44
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-16 1 1 1983.47 0 0
2020-01-27 -1 0 0 1906.41 -77.06
2020-04-16 1 1 1432.35 0 0
2020-06-30 -1 0 0 1583.9 151.55
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-05 -96.99 0 -96.99 -96.99
2019-04-10 -1890.84 1806 -84.84 -84.84
2019-05-09 -161.41 0 -161.41 -161.41
2019-06-13 -1963.46 1809.52 -153.94 -153.94
2019-08-06 -164.26 0 -164.26 -164.26
2019-08-14 -2072.82 1891.19 -181.63 -181.63
2019-10-01 -95.82 0 -95.82 -95.82
2019-10-17 -2128.82 2028.53 -100.29 -100.29
2019-11-08 -187.82 0 -187.82 -187.82
2019-12-16 -2171.29 1995.02 -176.27 -176.27
2020-01-27 -264.88 0 -264.88 -264.88
2020-04-16 -1697.23 1407.4 -289.83 -289.83
2020-06-30 -113.33 0 -113.33 -113.33
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-113.33
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00
Processing portfolio for model: SMA_016_SlowMA_35_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 1808.38
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-04-21 00:00:00 at the price of 1382.81
SOLD QTY: -1 on 2020-07-01 00:00:00 at the price of 1606.05
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-07 -1 0 0 1746.5 -70.12
2019-04-12 1 1 1827.87 0 0
2019-05-14 -1 0 0 1787.12 -40.75
2019-06-18 1 1 1808.38 0 0
2019-08-08 -1 0 0 1900 91.62
2019-08-20 1 1 1942.51 0 0
2019-10-04 -1 0 0 1970.64 28.13
2019-10-24 1 1 2035 0 0
2019-11-12 -1 0 0 1901.35 -133.65
2019-12-17 1 1 2000 0 0
2020-01-29 -1 0 0 1924.04 -75.96
2020-04-21 1 1 1382.81 0 0
2020-07-01 -1 0 0 1606.05 223.24
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-07 -70.12 0 -70.12 -70.12
2019-04-12 -1897.99 1833.07 -64.92 -64.92
2019-05-14 -110.87 0 -110.87 -110.87
2019-06-18 -1919.25 1808.99 -110.26 -110.26
2019-08-08 -19.25 0 -19.25 -19.25
2019-08-20 -1961.76 1934.4 -27.36 -27.36
2019-10-04 8.88 0 8.88 8.88
2019-10-24 -2026.12 2043.75 17.63 17.63
2019-11-12 -124.77 0 -124.77 -124.77
2019-12-17 -2124.77 2001.87 -122.9 -122.9
2020-01-29 -200.73 0 -200.73 -200.73
2020-04-21 -1583.54 1342.22 -241.32 -241.32
2020-07-01 22.51 0 22.51 22.51
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $22.51
The current status of the model is: Waiting to enter since 2020-07-01 00:00:00
Processing portfolio for model: SMA_017_SlowMA_35_FastMA_15
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-11 00:00:00 at the price of 1721.69
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-17 00:00:00 at the price of 1786.37
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-08-16 00:00:00 at the price of 1929.0
BOUGHT QTY: 1 on 2019-08-23 00:00:00 at the price of 1942.98
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-29 00:00:00 at the price of 2054.14
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-04-24 00:00:00 at the price of 1372.39
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 1824.05 0 0
2019-03-11 -1 0 0 1721.69 -102.36
2019-04-15 1 1 1834 0 0
2019-05-17 -1 0 0 1786.37 -47.63
2019-06-21 1 1 1859.36 0 0
2019-08-16 -1 0 0 1929 69.64
2019-08-23 1 1 1942.98 0 0
2019-10-10 -1 0 0 1942.69 -0.29
2019-10-29 1 1 2054.14 0 0
2019-11-14 -1 0 0 1855.39 -198.75
2019-12-18 1 1 2008.67 0 0
2020-01-31 -1 0 0 1865.93 -142.74
2020-04-24 1 1 1372.39 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -1824.05 1836.96 12.91 12.91
2019-03-11 -102.36 0 -102.36 -102.36
2019-04-15 -1936.36 1846.23 -90.13 -90.13
2019-05-17 -149.99 0 -149.99 -149.99
2019-06-21 -2009.35 1880 -129.35 -129.35
2019-08-16 -80.35 0 -80.35 -80.35
2019-08-23 -2023.33 1898.67 -124.66 -124.66
2019-10-10 -80.64 0 -80.64 -80.64
2019-10-29 -2134.78 2042.8 -91.98 -91.98
2019-11-14 -279.39 0 -279.39 -279.39
2019-12-18 -2288.06 1991.51 -296.55 -296.55
2020-01-31 -422.13 0 -422.13 -422.13
2020-04-24 -1794.52 1362.77 -431.75 -431.75
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-135.73
The current status of the model is: Holding a position since 2020-04-24 00:00:00
Processing portfolio for model: SMA_018_SlowMA_35_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-13 00:00:00 at the price of 1740.44
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-22 00:00:00 at the price of 1757.35
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 1880.83
SOLD QTY: -1 on 2019-10-15 00:00:00 at the price of 1992.21
BOUGHT QTY: 1 on 2019-11-01 00:00:00 at the price of 2023.62
SOLD QTY: -1 on 2019-11-18 00:00:00 at the price of 1847.04
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-02-03 00:00:00 at the price of 1847.15
BOUGHT QTY: 1 on 2020-04-27 00:00:00 at the price of 1374.93
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-04 1 1 1840.39 0 0
2019-03-13 -1 0 0 1740.44 -99.95
2019-04-15 1 1 1834 0 0
2019-05-22 -1 0 0 1757.35 -76.65
2019-06-25 1 1 1880.83 0 0
2019-10-15 -1 0 0 1992.21 111.38
2019-11-01 1 1 2023.62 0 0
2019-11-18 -1 0 0 1847.04 -176.58
2019-12-20 1 1 2017 0 0
2020-02-03 -1 0 0 1847.15 -169.85
2020-04-27 1 1 1374.93 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-04 -1840.39 1860.99 20.6 20.6
2019-03-13 -99.95 0 -99.95 -99.95
2019-04-15 -1933.95 1846.23 -87.72 -87.72
2019-05-22 -176.6 0 -176.6 -176.6
2019-06-25 -2057.43 1845.47 -211.96 -211.96
2019-10-15 -65.22 0 -65.22 -65.22
2019-11-01 -2088.84 2032.02 -56.82 -56.82
2019-11-18 -241.8 0 -241.8 -241.8
2019-12-20 -2258.8 2023.26 -235.54 -235.54
2020-02-03 -411.65 0 -411.65 -411.65
2020-04-27 -1786.58 1402.99 -383.59 -383.59
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-127.79
The current status of the model is: Holding a position since 2020-04-27 00:00:00
Processing portfolio for model: SMA_019_SlowMA_40_FastMA_05
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-07-01 00:00:00 at the price of 1606.05
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-04-12 1 1 1827.87 0 0
2019-05-09 -1 0 0 1729.43 -98.44
2019-06-14 1 1 1808.2 0 0
2019-08-06 -1 0 0 1799.2 -9
2019-08-14 1 1 1908.56 0 0
2019-10-03 -1 0 0 1936.55 27.99
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-04-30 1 1 1514.53 0 0
2020-07-01 -1 0 0 1606.05 91.52
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-05 -72.62 0 -72.62 -72.62
2019-04-12 -1900.49 1833.07 -67.42 -67.42
2019-05-09 -171.06 0 -171.06 -171.06
2019-06-14 -1979.26 1775.5 -203.76 -203.76
2019-08-06 -180.06 0 -180.06 -180.06
2019-08-14 -2088.62 1891.19 -197.43 -197.43
2019-10-03 -152.07 0 -152.07 -152.07
2019-10-17 -2185.07 2028.53 -156.54 -156.54
2019-11-08 -244.07 0 -244.07 -244.07
2019-12-17 -2244.07 2001.87 -242.2 -242.2
2020-01-28 -329.4 0 -329.4 -329.4
2020-04-30 -1843.93 1480.57 -363.36 -363.36
2020-07-01 -237.88 0 -237.88 -237.88
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-237.88
The current status of the model is: Waiting to enter since 2020-07-01 00:00:00
Processing portfolio for model: SMA_020_SlowMA_40_FastMA_10
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-08-12 00:00:00 at the price of 1900.44
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-22 00:00:00 at the price of 2029.04
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-04-27 00:00:00 at the price of 1374.93
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-31 1 1 1820.37 0 0
2019-03-08 -1 0 0 1708.04 -112.33
2019-04-15 1 1 1834 0 0
2019-05-14 -1 0 0 1787.12 -46.88
2019-06-19 1 1 1812 0 0
2019-08-12 -1 0 0 1900.44 88.44
2019-08-20 1 1 1942.51 0 0
2019-10-08 -1 0 0 1937.05 -5.46
2019-10-22 1 1 2029.04 0 0
2019-11-11 -1 0 0 1869 -160.04
2019-12-18 1 1 2008.67 0 0
2020-01-30 -1 0 0 1871.42 -137.25
2020-04-27 1 1 1374.93 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-31 -1820.37 1832.81 12.44 12.44
2019-03-08 -112.33 0 -112.33 -112.33
2019-04-15 -1946.33 1846.23 -100.1 -100.1
2019-05-14 -159.21 0 -159.21 -159.21
2019-06-19 -1971.21 1842.06 -129.15 -129.15
2019-08-12 -70.77 0 -70.77 -70.77
2019-08-20 -2013.28 1934.4 -78.88 -78.88
2019-10-08 -76.23 0 -76.23 -76.23
2019-10-22 -2105.27 2023.05 -82.22 -82.22
2019-11-11 -236.27 0 -236.27 -236.27
2019-12-18 -2244.94 1991.51 -253.43 -253.43
2020-01-30 -373.52 0 -373.52 -373.52
2020-04-27 -1748.45 1402.99 -345.46 -345.46
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-89.66
The current status of the model is: Holding a position since 2020-04-27 00:00:00
Processing portfolio for model: SMA_021_SlowMA_40_FastMA_15
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-12 00:00:00 at the price of 1709.72
BOUGHT QTY: 1 on 2019-04-17 00:00:00 at the price of 1848.63
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 1762.34
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 1880.97
SOLD QTY: -1 on 2019-08-19 00:00:00 at the price of 1944.87
BOUGHT QTY: 1 on 2019-08-22 00:00:00 at the price of 1962.45
SOLD QTY: -1 on 2019-10-11 00:00:00 at the price of 1984.3
BOUGHT QTY: 1 on 2019-10-28 00:00:00 at the price of 2053.02
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-02-03 00:00:00 at the price of 1847.15
BOUGHT QTY: 1 on 2020-04-28 00:00:00 at the price of 1434.2
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-04 1 1 1840.39 0 0
2019-03-12 -1 0 0 1709.72 -130.67
2019-04-17 1 1 1848.63 0 0
2019-05-21 -1 0 0 1762.34 -86.29
2019-06-24 1 1 1880.97 0 0
2019-08-19 -1 0 0 1944.87 63.9
2019-08-22 1 1 1962.45 0 0
2019-10-11 -1 0 0 1984.3 21.85
2019-10-28 1 1 2053.02 0 0
2019-11-14 -1 0 0 1855.39 -197.63
2019-12-20 1 1 2017 0 0
2020-02-03 -1 0 0 1847.15 -169.85
2020-04-28 1 1 1434.2 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-04 -1840.39 1860.99 20.6 20.6
2019-03-12 -130.67 0 -130.67 -130.67
2019-04-17 -1979.3 1839.79 -139.51 -139.51
2019-05-21 -216.96 0 -216.96 -216.96
2019-06-24 -2097.93 1870.81 -227.12 -227.12
2019-08-19 -153.06 0 -153.06 -153.06
2019-08-22 -2115.51 1952.47 -163.04 -163.04
2019-10-11 -131.21 0 -131.21 -131.21
2019-10-28 -2184.23 2057.05 -127.18 -127.18
2019-11-14 -328.84 0 -328.84 -328.84
2019-12-20 -2345.84 2023.26 -322.58 -322.58
2020-02-03 -498.69 0 -498.69 -498.69
2020-04-28 -1932.89 1439.32 -493.57 -493.57
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-274.10
The current status of the model is: Holding a position since 2020-04-28 00:00:00
Processing portfolio for model: SMA_022_SlowMA_40_FastMA_20
BOUGHT QTY: 1 on 2019-02-06 00:00:00 at the price of 1895.94
SOLD QTY: -1 on 2019-03-15 00:00:00 at the price of 1751.79
BOUGHT QTY: 1 on 2019-04-18 00:00:00 at the price of 1847.64
SOLD QTY: -1 on 2019-05-23 00:00:00 at the price of 1746.95
BOUGHT QTY: 1 on 2019-06-26 00:00:00 at the price of 1848.3
SOLD QTY: -1 on 2019-08-28 00:00:00 at the price of 1911.8
BOUGHT QTY: 1 on 2019-08-29 00:00:00 at the price of 1966.43
SOLD QTY: -1 on 2019-10-17 00:00:00 at the price of 2033.0
BOUGHT QTY: 1 on 2019-11-01 00:00:00 at the price of 2023.62
SOLD QTY: -1 on 2019-11-18 00:00:00 at the price of 1847.04
BOUGHT QTY: 1 on 2019-12-24 00:00:00 at the price of 2032.24
SOLD QTY: -1 on 2020-02-04 00:00:00 at the price of 1857.06
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-06 1 1 1895.94 0 0
2019-03-15 -1 0 0 1751.79 -144.15
2019-04-18 1 1 1847.64 0 0
2019-05-23 -1 0 0 1746.95 -100.69
2019-06-26 1 1 1848.3 0 0
2019-08-28 -1 0 0 1911.8 63.5
2019-08-29 1 1 1966.43 0 0
2019-10-17 -1 0 0 2033 66.57
2019-11-01 1 1 2023.62 0 0
2019-11-18 -1 0 0 1847.04 -176.58
2019-12-24 1 1 2032.24 0 0
2020-02-04 -1 0 0 1857.06 -175.18
2020-04-30 1 1 1514.53 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-06 -1895.94 1906.93 10.99 10.99
2019-03-15 -144.15 0 -144.15 -144.15
2019-04-18 -1991.79 1844.31 -147.48 -147.48
2019-05-23 -244.84 0 -244.84 -244.84
2019-06-26 -2093.14 1830.22 -262.92 -262.92
2019-08-28 -181.34 0 -181.34 -181.34
2019-08-29 -2147.77 1957.14 -190.63 -190.63
2019-10-17 -114.77 0 -114.77 -114.77
2019-11-01 -2138.39 2032.02 -106.37 -106.37
2019-11-18 -291.35 0 -291.35 -291.35
2019-12-24 -2323.59 2044 -279.59 -279.59
2020-02-04 -466.53 0 -466.53 -466.53
2020-04-30 -1981.06 1480.57 -500.49 -500.49
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-322.27
The current status of the model is: Holding a position since 2020-04-30 00:00:00
Processing portfolio for model: SMA_023_SlowMA_45_FastMA_05
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-17 00:00:00 at the price of 1786.37
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-04-15 1 1 1834 0 0
2019-05-10 -1 0 0 1825 -9
2019-05-17 1 1 1786.37 0 0
2019-05-20 -1 0 0 1769.73 -16.64
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-13 1 1 1907.67 0 0
2019-10-09 -1 0 0 1953.72 46.05
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-04-30 1 1 1514.53 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-05 -72.62 0 -72.62 -72.62
2019-04-15 -1906.62 1846.23 -60.39 -60.39
2019-05-10 -81.62 0 -81.62 -81.62
2019-05-17 -1867.99 1787.29 -80.7 -80.7
2019-05-20 -98.26 0 -98.26 -98.26
2019-06-14 -1906.46 1775.5 -130.96 -130.96
2019-08-07 -148.06 0 -148.06 -148.06
2019-08-13 -2055.73 1943.19 -112.54 -112.54
2019-10-09 -102.01 0 -102.01 -102.01
2019-10-16 -2118.81 2027.63 -91.18 -91.18
2019-11-08 -177.81 0 -177.81 -177.81
2019-12-17 -2177.81 2001.87 -175.94 -175.94
2020-01-28 -263.14 0 -263.14 -263.14
2020-04-30 -1777.67 1480.57 -297.1 -297.1
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-118.88
The current status of the model is: Holding a position since 2020-04-30 00:00:00
Processing portfolio for model: SMA_024_SlowMA_45_FastMA_10
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-17 00:00:00 at the price of 1848.63
SOLD QTY: -1 on 2019-05-15 00:00:00 at the price of 1778.6
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-08-15 00:00:00 at the price of 1900.03
BOUGHT QTY: 1 on 2019-08-19 00:00:00 at the price of 1944.87
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-31 1 1 1820.37 0 0
2019-03-08 -1 0 0 1708.04 -112.33
2019-04-17 1 1 1848.63 0 0
2019-05-15 -1 0 0 1778.6 -70.03
2019-06-20 1 1 1862.07 0 0
2019-08-15 -1 0 0 1900.03 37.96
2019-08-19 1 1 1944.87 0 0
2019-10-09 -1 0 0 1953.72 8.85
2019-10-18 1 1 2030.86 0 0
2019-11-11 -1 0 0 1869 -161.86
2019-12-19 1 1 1996 0 0
2020-01-30 -1 0 0 1871.42 -124.58
2020-05-01 1 1 1442.75 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-31 -1820.37 1832.81 12.44 12.44
2019-03-08 -112.33 0 -112.33 -112.33
2019-04-17 -1960.96 1839.79 -121.17 -121.17
2019-05-15 -182.36 0 -182.36 -182.36
2019-06-20 -2044.43 1861.31 -183.12 -183.12
2019-08-15 -144.4 0 -144.4 -144.4
2019-08-19 -2089.27 1943.73 -145.54 -145.54
2019-10-09 -135.55 0 -135.55 -135.55
2019-10-18 -2166.41 2013.53 -152.88 -152.88
2019-11-11 -297.41 0 -297.41 -297.41
2019-12-19 -2293.41 2003.12 -290.29 -290.29
2020-01-30 -421.99 0 -421.99 -421.99
2020-05-01 -1864.74 1448.79 -415.95 -415.95
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-205.95
The current status of the model is: Holding a position since 2020-05-01 00:00:00
Processing portfolio for model: SMA_025_SlowMA_45_FastMA_15
BOUGHT QTY: 1 on 2019-02-05 00:00:00 at the price of 1887.53
SOLD QTY: -1 on 2019-03-13 00:00:00 at the price of 1740.44
BOUGHT QTY: 1 on 2019-04-22 00:00:00 at the price of 1833.93
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 1762.34
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 1880.97
SOLD QTY: -1 on 2019-10-14 00:00:00 at the price of 1964.52
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-24 00:00:00 at the price of 2032.24
SOLD QTY: -1 on 2020-02-03 00:00:00 at the price of 1847.15
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-05 1 1 1887.53 0 0
2019-03-13 -1 0 0 1740.44 -147.09
2019-04-22 1 1 1833.93 0 0
2019-05-21 -1 0 0 1762.34 -71.59
2019-06-24 1 1 1880.97 0 0
2019-10-14 -1 0 0 1964.52 83.55
2019-10-24 1 1 2035 0 0
2019-11-13 -1 0 0 1855.59 -179.41
2019-12-24 1 1 2032.24 0 0
2020-02-03 -1 0 0 1847.15 -185.09
2020-05-01 1 1 1442.75 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-05 -1887.53 1902.26 14.73 14.73
2019-03-13 -147.09 0 -147.09 -147.09
2019-04-22 -1981.02 1844.17 -136.85 -136.85
2019-05-21 -218.68 0 -218.68 -218.68
2019-06-24 -2099.65 1870.81 -228.84 -228.84
2019-10-14 -135.13 0 -135.13 -135.13
2019-10-24 -2170.13 2043.75 -126.38 -126.38
2019-11-13 -314.54 0 -314.54 -314.54
2019-12-24 -2346.78 2044 -302.78 -302.78
2020-02-03 -499.63 0 -499.63 -499.63
2020-05-01 -1942.38 1448.79 -493.59 -493.59
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-283.59
The current status of the model is: Holding a position since 2020-05-01 00:00:00
Processing portfolio for model: SMA_026_SlowMA_45_FastMA_20
BOUGHT QTY: 1 on 2019-02-07 00:00:00 at the price of 1892.1
SOLD QTY: -1 on 2019-03-19 00:00:00 at the price of 1751.05
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 1887.14
SOLD QTY: -1 on 2019-05-24 00:00:00 at the price of 1731.52
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 1852.58
SOLD QTY: -1 on 2019-10-21 00:00:00 at the price of 2022.68
BOUGHT QTY: 1 on 2019-10-29 00:00:00 at the price of 2054.14
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-26 00:00:00 at the price of 2049.34
SOLD QTY: -1 on 2020-02-06 00:00:00 at the price of 1958.9
BOUGHT QTY: 1 on 2020-05-05 00:00:00 at the price of 1443.25
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-07 1 1 1892.1 0 0
2019-03-19 -1 0 0 1751.05 -141.05
2019-04-24 1 1 1887.14 0 0
2019-05-24 -1 0 0 1731.52 -155.62
2019-06-28 1 1 1852.58 0 0
2019-10-21 -1 0 0 2022.68 170.1
2019-10-29 1 1 2054.14 0 0
2019-11-14 -1 0 0 1855.39 -198.75
2019-12-26 1 1 2049.34 0 0
2020-02-06 -1 0 0 1958.9 -90.44
2020-05-05 1 1 1443.25 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-07 -1892.1 1877.06 -15.04 -15.04
2019-03-19 -141.05 0 -141.05 -141.05
2019-04-24 -2028.19 1867.28 -160.91 -160.91
2019-05-24 -296.67 0 -296.67 -296.67
2019-06-28 -2149.25 1874.71 -274.54 -274.54
2019-10-21 -126.57 0 -126.57 -126.57
2019-10-29 -2180.71 2042.8 -137.91 -137.91
2019-11-14 -325.32 0 -325.32 -325.32
2019-12-26 -2374.66 2064.32 -310.34 -310.34
2020-02-06 -415.76 0 -415.76 -415.76
2020-05-05 -1859.01 1393.2 -465.81 -465.81
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-200.22
The current status of the model is: Holding a position since 2020-05-05 00:00:00
Processing portfolio for model: SMA_027_SlowMA_50_FastMA_05
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-17 00:00:00 at the price of 1786.37
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-11 00:00:00 at the price of 1984.3
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-04 00:00:00 at the price of 1415.73
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-06 -1 0 0 1748.37 -68.25
2019-04-15 1 1 1834 0 0
2019-05-10 -1 0 0 1825 -9
2019-05-17 1 1 1786.37 0 0
2019-05-20 -1 0 0 1769.73 -16.64
2019-06-14 1 1 1808.2 0 0
2019-08-08 -1 0 0 1900 91.8
2019-08-12 1 1 1900.44 0 0
2019-10-11 -1 0 0 1984.3 83.86
2019-10-15 1 1 1992.21 0 0
2019-11-08 -1 0 0 1941 -51.21
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-05-04 1 1 1415.73 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-06 -68.25 0 -68.25 -68.25
2019-04-15 -1902.25 1846.23 -56.02 -56.02
2019-05-10 -77.25 0 -77.25 -77.25
2019-05-17 -1863.62 1787.29 -76.33 -76.33
2019-05-20 -93.89 0 -93.89 -93.89
2019-06-14 -1902.09 1775.5 -126.59 -126.59
2019-08-08 -2.09 0 -2.09 -2.09
2019-08-12 -1902.53 1916.89 14.36 14.36
2019-10-11 81.77 0 81.77 81.77
2019-10-15 -1910.44 2016.39 105.95 105.95
2019-11-08 30.56 0 30.56 30.56
2019-12-17 -1969.44 2001.87 32.43 32.43
2020-01-28 -54.77 0 -54.77 -54.77
2020-05-04 -1470.5 1413.3 -57.2 -57.2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $188.29
The current status of the model is: Holding a position since 2020-05-04 00:00:00
Processing portfolio for model: SMA_028_SlowMA_50_FastMA_10
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-11 00:00:00 at the price of 1721.69
BOUGHT QTY: 1 on 2019-04-18 00:00:00 at the price of 1847.64
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-07 00:00:00 at the price of 1392.26
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 1824.05 0 0
2019-03-11 -1 0 0 1721.69 -102.36
2019-04-18 1 1 1847.64 0 0
2019-05-16 -1 0 0 1790 -57.64
2019-06-20 1 1 1862.07 0 0
2019-11-11 -1 0 0 1869 6.93
2019-12-20 1 1 2017 0 0
2020-01-31 -1 0 0 1865.93 -151.07
2020-05-07 1 1 1392.26 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -1824.05 1836.96 12.91 12.91
2019-03-11 -102.36 0 -102.36 -102.36
2019-04-18 -1950 1844.31 -105.69 -105.69
2019-05-16 -160 0 -160 -160
2019-06-20 -2022.07 1861.31 -160.76 -160.76
2019-11-11 -153.07 0 -153.07 -153.07
2019-12-20 -2170.07 2023.26 -146.81 -146.81
2020-01-31 -304.14 0 -304.14 -304.14
2020-05-07 -1696.4 1443.91 -252.49 -252.49
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-37.61
The current status of the model is: Holding a position since 2020-05-07 00:00:00
Processing portfolio for model: SMA_029_SlowMA_50_FastMA_15
BOUGHT QTY: 1 on 2019-02-05 00:00:00 at the price of 1887.53
SOLD QTY: -1 on 2019-03-14 00:00:00 at the price of 1768.83
BOUGHT QTY: 1 on 2019-04-23 00:00:00 at the price of 1849.23
SOLD QTY: -1 on 2019-05-22 00:00:00 at the price of 1757.35
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 1880.83
SOLD QTY: -1 on 2019-10-17 00:00:00 at the price of 2033.0
BOUGHT QTY: 1 on 2019-10-21 00:00:00 at the price of 2022.68
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-24 00:00:00 at the price of 2032.24
SOLD QTY: -1 on 2020-02-04 00:00:00 at the price of 1857.06
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-05 1 1 1887.53 0 0
2019-03-14 -1 0 0 1768.83 -118.7
2019-04-23 1 1 1849.23 0 0
2019-05-22 -1 0 0 1757.35 -91.88
2019-06-25 1 1 1880.83 0 0
2019-10-17 -1 0 0 2033 152.17
2019-10-21 1 1 2022.68 0 0
2019-11-13 -1 0 0 1855.59 -167.09
2019-12-24 1 1 2032.24 0 0
2020-02-04 -1 0 0 1857.06 -175.18
2020-05-08 1 1 1416.69 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-05 -1887.53 1902.26 14.73 14.73
2019-03-14 -118.7 0 -118.7 -118.7
2019-04-23 -1967.93 1887.73 -80.2 -80.2
2019-05-22 -210.58 0 -210.58 -210.58
2019-06-25 -2091.41 1845.47 -245.94 -245.94
2019-10-17 -58.41 0 -58.41 -58.41
2019-10-21 -2081.09 2022.24 -58.85 -58.85
2019-11-13 -225.5 0 -225.5 -225.5
2019-12-24 -2257.74 2044 -213.74 -213.74
2020-02-04 -400.68 0 -400.68 -400.68
2020-05-08 -1817.37 1430.83 -386.54 -386.54
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-158.58
The current status of the model is: Holding a position since 2020-05-08 00:00:00
Processing portfolio for model: SMA_030_SlowMA_50_FastMA_20
BOUGHT QTY: 1 on 2019-02-08 00:00:00 at the price of 1892.37
SOLD QTY: -1 on 2019-03-20 00:00:00 at the price of 1766.78
BOUGHT QTY: 1 on 2019-04-25 00:00:00 at the price of 1870.65
SOLD QTY: -1 on 2019-05-28 00:00:00 at the price of 1707.59
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 1852.58
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-27 00:00:00 at the price of 2063.0
SOLD QTY: -1 on 2020-02-07 00:00:00 at the price of 1950.23
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-08 1 1 1892.37 0 0
2019-03-20 -1 0 0 1766.78 -125.59
2019-04-25 1 1 1870.65 0 0
2019-05-28 -1 0 0 1707.59 -163.06
2019-06-28 1 1 1852.58 0 0
2019-11-14 -1 0 0 1855.39 2.81
2019-12-27 1 1 2063 0 0
2020-02-07 -1 0 0 1950.23 -112.77
2020-05-08 1 1 1416.69 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-08 -1892.37 1871.09 -21.28 -21.28
2019-03-20 -125.59 0 -125.59 -125.59
2019-04-25 -1996.24 1866.26 -129.98 -129.98
2019-05-28 -288.65 0 -288.65 -288.65
2019-06-28 -2141.23 1874.71 -266.52 -266.52
2019-11-14 -285.84 0 -285.84 -285.84
2019-12-27 -2348.84 2072.54 -276.3 -276.3
2020-02-07 -398.61 0 -398.61 -398.61
2020-05-08 -1815.3 1430.83 -384.47 -384.47
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-156.51
The current status of the model is: Holding a position since 2020-05-08 00:00:00
In [18]:
# Display the model performance summary
performance_summary.sort_values(by=['return_value'], inplace=True, ascending=False)
print(performance_summary)
model_name return_value return_percent 5 SMA_006_SlowMA_20_FastMA_15 330.55 None 0 SMA_001_SlowMA_10_FastMA_05 211.82 None 26 SMA_027_SlowMA_50_FastMA_05 188.29 None 1 SMA_002_SlowMA_15_FastMA_05 120.87 None 15 SMA_016_SlowMA_35_FastMA_10 22.51 None 27 SMA_028_SlowMA_50_FastMA_10 -37.61 None 11 SMA_012_SlowMA_30_FastMA_10 -53.20 None 3 SMA_004_SlowMA_20_FastMA_05 -71.25 None 19 SMA_020_SlowMA_40_FastMA_10 -89.66 None 8 SMA_009_SlowMA_25_FastMA_15 -108.07 None 12 SMA_013_SlowMA_30_FastMA_15 -110.38 None 14 SMA_015_SlowMA_35_FastMA_05 -113.33 None 22 SMA_023_SlowMA_45_FastMA_05 -118.88 None 17 SMA_018_SlowMA_35_FastMA_20 -127.79 None 13 SMA_014_SlowMA_30_FastMA_20 -130.30 None 16 SMA_017_SlowMA_35_FastMA_15 -135.73 None 6 SMA_007_SlowMA_25_FastMA_05 -146.76 None 29 SMA_030_SlowMA_50_FastMA_20 -156.51 None 28 SMA_029_SlowMA_50_FastMA_15 -158.58 None 25 SMA_026_SlowMA_45_FastMA_20 -200.22 None 23 SMA_024_SlowMA_45_FastMA_10 -205.95 None 2 SMA_003_SlowMA_15_FastMA_10 -231.24 None 10 SMA_011_SlowMA_30_FastMA_05 -233.12 None 18 SMA_019_SlowMA_40_FastMA_05 -237.88 None 20 SMA_021_SlowMA_40_FastMA_15 -274.10 None 24 SMA_025_SlowMA_45_FastMA_15 -283.59 None 21 SMA_022_SlowMA_40_FastMA_20 -322.27 None 4 SMA_005_SlowMA_20_FastMA_10 -351.69 None 9 SMA_010_SlowMA_25_FastMA_20 -418.18 None 7 SMA_008_SlowMA_25_FastMA_10 -614.19 None
In [19]:
# Display the transactions from the top model
top_model = performance_summary.iloc[0]['model_name']
print('The transactions from the top model %s:' % (top_model))
print(portfolio_collection[top_model][portfolio_collection[top_model].trade_action != 0])
The transactions from the top model SMA_006_SlowMA_20_FastMA_15:
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-17 1 1 1681.73 0 0
2019-01-25 -1 0 0 1811.99 130.26
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-03-28 1 1 1759.99 0 0
2019-05-10 -1 0 0 1825 65.01
2019-06-18 1 1 1808.38 0 0
2019-07-29 -1 0 0 1958.78 150.4
2019-08-01 1 1 1885.47 0 0
2019-08-15 -1 0 0 1900.03 14.56
2019-08-26 1 1 1918.24 0 0
2019-10-04 -1 0 0 1970.64 52.4
2019-10-22 1 1 2029.04 0 0
2019-11-11 -1 0 0 1869 -160.04
2019-12-06 1 1 1923.27 0 0
2020-01-24 -1 0 0 1998 74.73
2020-02-24 1 1 1830.93 0 0
2020-03-02 -1 0 0 1709.75 -121.18
2020-04-13 1 1 1413.19 0 0
2020-05-07 -1 0 0 1392.26 -20.93
2020-05-13 1 1 1379.34 0 0
2020-06-26 -1 0 0 1597.3 217.96
cash_onhand position_value total_position accumu_return
date
2019-01-17 -1681.73 1724.51 42.78 42.78
2019-01-25 130.26 0 130.26 130.26
2019-01-28 -1657.36 1813.6 156.24 156.24
2019-03-05 57.64 0 57.64 57.64
2019-03-28 -1702.35 1728.89 26.54 26.54
2019-05-10 122.65 0 122.65 122.65
2019-06-18 -1685.73 1808.99 123.26 123.26
2019-07-29 273.05 0 273.05 273.05
2019-08-01 -1612.42 1879.86 267.44 267.44
2019-08-15 287.61 0 287.61 287.61
2019-08-26 -1630.63 1916.81 286.18 286.18
2019-10-04 340.01 0 340.01 340.01
2019-10-22 -1689.03 2023.05 334.02 334.02
2019-11-11 179.97 0 179.97 179.97
2019-12-06 -1743.3 1930.27 186.97 186.97
2020-01-24 254.7 0 254.7 254.7
2020-02-24 -1576.23 1792.54 216.31 216.31
2020-03-02 133.52 0 133.52 133.52
2020-04-13 -1279.67 1421.01 141.34 141.34
2020-05-07 112.59 0 112.59 112.59
2020-05-13 -1266.75 1366.07 99.32 99.32
2020-06-26 330.55 0 330.55 330.55
In [20]:
# Display the entry and exit signals for the top model
print('The trading signal changes from the top model %s:' % (top_model))
print(model_collection[top_model][model_collection[top_model].signal_change != 0])
The trading signal changes from the top model SMA_006_SlowMA_20_FastMA_15:
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-16 1693.42 1680.57 1694.992000 1694.3165 0.675500
2019-01-24 1748.98 1795.67 1705.174000 1707.9305 -2.756500
2019-01-25 1811.99 1802.20 1714.446000 1712.8780 1.568000
2019-03-04 1723.66 1707.82 1868.357333 1872.1845 -3.827167
2019-03-27 1768.98 1752.11 1747.173333 1741.2045 5.968833
2019-05-09 1729.43 1736.03 1829.588000 1831.1600 -1.572000
2019-06-17 1776.00 1781.41 1743.114667 1742.0785 1.036167
2019-07-26 1940.00 1966.85 1892.826667 1895.8960 -3.069333
2019-07-31 1906.33 1886.61 1899.475333 1897.9775 1.497833
2019-08-14 1908.56 1891.19 1889.888000 1891.4760 -1.588000
2019-08-23 1942.98 1898.67 1901.235333 1898.3610 2.874333
2019-10-03 1936.55 1961.45 2008.174000 2009.6410 -1.467000
2019-10-21 2022.68 2022.24 1982.290667 1980.1920 2.098667
2019-11-08 1941.00 1879.19 2012.114000 2012.8270 -0.713000
2019-12-05 1929.00 1904.22 1879.067333 1877.3050 1.762333
2020-01-23 1986.24 1993.20 2053.346000 2054.4325 -1.086500
2020-02-21 1965.00 1928.72 1926.364667 1922.5405 3.824167
2020-02-28 1643.64 1695.66 1867.601333 1872.4150 -4.813667
2020-04-09 1424.76 1420.64 1303.850000 1303.1120 0.738000
2020-05-06 1397.46 1378.91 1412.500000 1413.7620 -1.262000
2020-05-12 1401.09 1385.92 1415.136000 1414.1885 0.947500
2020-06-25 1585.81 1615.39 1675.424667 1678.2565 -2.831833
trade_signal signal_change entry_exit
date
2019-01-16 1.0 1.0 0.0
2019-01-24 0.0 -1.0 0.0
2019-01-25 1.0 1.0 -1.0
2019-03-04 0.0 -1.0 0.0
2019-03-27 1.0 1.0 0.0
2019-05-09 0.0 -1.0 0.0
2019-06-17 1.0 1.0 0.0
2019-07-26 0.0 -1.0 0.0
2019-07-31 1.0 1.0 0.0
2019-08-14 0.0 -1.0 0.0
2019-08-23 1.0 1.0 0.0
2019-10-03 0.0 -1.0 0.0
2019-10-21 1.0 1.0 0.0
2019-11-08 0.0 -1.0 0.0
2019-12-05 1.0 1.0 0.0
2020-01-23 0.0 -1.0 0.0
2020-02-21 1.0 1.0 0.0
2020-02-28 0.0 -1.0 0.0
2020-04-09 1.0 1.0 0.0
2020-05-06 0.0 -1.0 0.0
2020-05-12 1.0 1.0 0.0
2020-06-25 0.0 -1.0 0.0
In [21]:
graph_data = model_collection[top_model].copy()
title_string = "Simple Moving Average Crossover Model for " + top_model
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 5. Evaluate Performance¶
In [22]:
best_model = ''
best_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] > best_return:
best_model = key
best_return = portfolio_collection[best_model]['accumu_return'][-1]
print('The best model found is:', best_model)
print('The best profit/loss for the investing period is: $%.2f' % (best_return))
if initial_capital != 0:
print('The best return percentage for initial capital is: %.2f%%' % (best_return / initial_capital * 100))
The best model found is: SMA_006_SlowMA_20_FastMA_15 The best profit/loss for the investing period is: $330.55
In [23]:
worst_model = None
worst_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] < worst_return:
worst_model = key
worst_return = portfolio_collection[worst_model]['accumu_return'][-1]
print('The worst model found is:', worst_model)
print('The worst profit/loss for the investing period is: $%.2f' % (worst_return))
if initial_capital != 0:
print('The worst return percentage for the initial capital is: %.2f%%' % (worst_return / initial_capital * 100))
The worst model found is: SMA_008_SlowMA_25_FastMA_10 The worst profit/loss for the investing period is: $-614.19
In [24]:
# Calculate the stock's performance for a long-only model
model_template = model_template[model_start_date:model_end_date]
print('The performance of the long-only model from day one is: $%.2f' %(model_template.iloc[-1]['close_price'] - model_template.iloc[0]['open_price']))
The performance of the long-only model from day one is: $-32.46
In [25]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:01:42.511341